+79.2%
CIFR vs IAU
+129.9%
-50.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.7% |
| 7D | +16.9% | -0.5% | +17.5% | +17.6% |
| 30D | -5.2% | +4.4% | -9.6% | -7.6% |
| 3M | -30.6% | -1.1% | -29.5% | -29.7% |
| 6M | +10.6% | -13.7% | +24.3% | +21.3% |
| YTD | +20.2% | +2.7% | +17.5% | +21.6% |
| 1Y | +139.7% | +24.6% | +115.1% | +124.8% |
| 3Y | +489.4% | +126.8% | +362.5% | +329.0% |
| 5Y | +54.4% | +139.5% | -85.1% | +8.8% |
| All | +79.2% | +129.9% | -50.7% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling