+61.0%
CIFR vs IBKR
+645.0%
-584.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -4.8% |
| 7D | -8.2% | -3.8% | -4.4% | -5.0% |
| 30D | -7.4% | -0.3% | -7.1% | -6.9% |
| 3M | -24.2% | +4.8% | -28.9% | -26.2% |
| 6M | +14.2% | +30.8% | -16.6% | -6.7% |
| YTD | +8.0% | +39.5% | -31.5% | -15.1% |
| 1Y | +55.5% | +43.7% | +11.9% | +23.1% |
| 3Y | +429.6% | +284.7% | +144.9% | +168.0% |
| 5Y | +20.8% | +484.9% | -464.1% | -48.8% |
| All | +61.0% | +645.0% | -584.0% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling