+87.0%
CIFR vs IBB
+52.7%
+34.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +7.3% |
| 7D | +26.7% | -1.7% | +28.3% | +29.4% |
| 30D | +7.7% | +4.9% | +2.9% | -0.8% |
| 3M | -23.8% | +24.2% | -48.0% | -46.4% |
| 6M | +35.9% | +23.8% | +12.1% | -3.2% |
| YTD | +25.4% | +23.0% | +2.5% | -10.2% |
| 1Y | +139.8% | +46.2% | +93.6% | +33.5% |
| 3Y | +515.0% | +64.8% | +450.1% | +216.8% |
| 5Y | +52.1% | +20.9% | +31.2% | -6.4% |
| All | +87.0% | +52.7% | +34.3% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling