-71.1%
CIFR vs IBKR
+10.3%
-81.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.5% | -20.5% | -20.7% |
| 7D | -26.7% | -6.8% | -19.9% | -18.2% |
| 30D | -58.0% | -12.5% | -45.5% | -48.0% |
| 3M | -68.1% | -12.0% | -56.1% | -61.3% |
| 6M | -63.7% | -4.5% | -59.2% | -60.2% |
| YTD | -56.0% | +21.5% | -77.4% | -67.1% |
| 1Y | -71.1% | +10.6% | -81.8% | -74.7% |
| All | -71.1% | +10.3% | -81.4% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1y: compounded portfolio wealth divided by compounded IBKR 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…
1y analysis · Full analysis span regression · 6 months rolling