+70.2%
CIFR vs IBKR
+661.3%
-591.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +3.8% |
| 7D | -5.0% | -1.3% | -3.7% | -3.8% |
| 30D | -5.7% | -0.2% | -5.5% | -5.2% |
| 3M | -25.5% | +3.0% | -28.5% | -26.5% |
| 6M | +19.4% | +33.9% | -14.4% | -4.3% |
| YTD | +14.2% | +42.5% | -28.3% | -11.8% |
| 1Y | +69.0% | +44.9% | +24.1% | +32.6% |
| 3Y | +503.9% | +293.0% | +210.9% | +200.0% |
| 5Y | +27.7% | +497.7% | -470.0% | -46.9% |
| All | +70.2% | +661.3% | -591.1% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling