+503.9%
CIFR vs IBKR
+291.8%
+212.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +2.9% |
| 7D | -5.0% | -1.3% | -3.7% | -3.3% |
| 30D | -5.7% | -0.2% | -5.5% | -5.5% |
| 3M | -25.5% | +3.0% | -28.5% | -27.9% |
| 6M | +19.4% | +33.9% | -14.4% | -16.6% |
| YTD | +14.2% | +42.5% | -28.3% | -25.7% |
| 1Y | +69.0% | +44.9% | +24.1% | +11.5% |
| 3Y | +503.9% | +293.0% | +210.9% | +51.0% |
| All | +503.9% | +291.8% | +212.1% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling