+487.4%
CIFR vs IBB
+64.8%
+422.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +3.5% |
| 7D | +16.9% | +1.4% | +15.5% | +14.3% |
| 30D | -5.2% | +10.5% | -15.7% | -21.1% |
| 3M | -30.6% | +23.6% | -54.2% | -53.7% |
| 6M | +10.6% | +22.6% | -12.0% | -24.7% |
| YTD | +20.2% | +25.7% | -5.5% | -22.8% |
| 1Y | +139.7% | +51.4% | +88.4% | +7.3% |
| All | +487.4% | +64.8% | +422.6% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling