+95.4%
CIFR vs IBIT
+39.4%
+56.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.5% | -0.1% |
| 7D | +4.8% | -9.2% | +14.0% | +16.7% |
| 30D | -31.0% | -15.8% | -15.2% | -15.6% |
| 3M | -58.7% | +8.5% | -67.3% | -62.6% |
| 6M | -67.7% | -13.7% | -54.0% | -62.2% |
| YTD | -53.5% | -21.6% | -32.0% | -38.8% |
| 1Y | -54.1% | -30.0% | -24.1% | -31.3% |
| All | +95.4% | +39.4% | +56.1% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling