+138.2%
CIFR vs IBB
+86.1%
+52.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.4% |
| 7D | +4.8% | -0.5% | +5.3% | +5.7% |
| 30D | -31.0% | +4.6% | -35.5% | -35.0% |
| 3M | -58.7% | +6.8% | -65.5% | -63.3% |
| 6M | -67.7% | +23.1% | -90.8% | -78.3% |
| YTD | -53.5% | +26.0% | -79.6% | -70.0% |
| 1Y | -54.1% | +30.4% | -84.4% | -72.0% |
| 3Y | +138.2% | +85.4% | +52.8% | -3.8% |
| All | +138.2% | +86.1% | +52.1% | -3.8% |
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