+118.3%
CIFR vs IAU
+110.6%
+7.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +2.4% |
| 7D | -0.7% | +4.9% | -5.6% | -6.0% |
| 30D | -49.6% | -1.4% | -48.2% | -49.1% |
| 3M | -60.4% | -4.8% | -55.6% | -58.4% |
| 6M | -66.9% | -12.5% | -54.4% | -62.7% |
| YTD | -53.9% | -4.2% | -49.7% | -50.7% |
| 1Y | -67.1% | +3.1% | -70.2% | -66.7% |
| 3Y | +118.3% | +110.0% | +8.3% | +9.8% |
| All | +118.3% | +110.6% | +7.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling