+381.5%
CIFR vs IBIT
+58.5%
+323.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.4% |
| 7D | +11.3% | +1.1% | +10.2% | +10.2% |
| 30D | +3.5% | +22.2% | -18.8% | -18.6% |
| 3M | -26.6% | +26.0% | -52.7% | -44.6% |
| 6M | +18.1% | +13.2% | +4.9% | +1.7% |
| YTD | +14.5% | -10.8% | +25.3% | +29.5% |
| 1Y | +83.3% | -29.9% | +113.2% | +174.2% |
| All | +381.5% | +58.5% | +323.0% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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