-33.9%
CIFR vs IBB
+57.3%
-91.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.7% | +16.2% | +15.6% |
| 7D | -10.2% | -1.8% | -8.4% | -7.7% |
| 30D | -55.0% | +5.1% | -60.1% | -57.7% |
| 3M | -64.1% | +10.7% | -74.8% | -69.3% |
| 6M | -70.1% | +22.9% | -93.0% | -78.5% |
| YTD | -55.7% | +26.7% | -82.4% | -69.4% |
| 1Y | -69.9% | +35.1% | -105.0% | -81.0% |
| 3Y | +68.7% | +80.2% | -11.5% | -22.3% |
| 5Y | -26.2% | +37.8% | -64.1% | -57.5% |
| All | -33.9% | +57.3% | -91.2% | -62.5% |
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