+94.0%
CIFR vs IBIT
+51.5%
+42.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.4% | +5.5% |
| 7D | -0.7% | -2.4% | +1.6% | +1.8% |
| 30D | -49.6% | -9.1% | -40.5% | -43.4% |
| 3M | -60.4% | +15.0% | -75.4% | -66.3% |
| 6M | -66.9% | -6.9% | -60.0% | -64.5% |
| YTD | -53.9% | -14.8% | -39.1% | -44.7% |
| 1Y | -67.1% | -28.1% | -39.0% | -51.8% |
| All | +94.0% | +51.5% | +42.5% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling