-28.2%
CIFR vs IBN
+219.2%
-247.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.4% | +9.3% | +9.1% |
| 7D | +9.4% | +11.1% | -1.7% | +4.1% |
| 30D | -45.3% | +23.9% | -69.2% | -51.1% |
| 3M | -58.7% | +16.3% | -75.0% | -61.9% |
| 6M | -64.9% | +34.2% | -99.2% | -70.0% |
| YTD | -51.8% | +17.6% | -69.4% | -55.9% |
| 1Y | -61.9% | +13.8% | -75.8% | -64.7% |
| 3Y | +138.6% | +57.0% | +81.6% | +87.6% |
| 5Y | -13.0% | +75.3% | -88.3% | -35.3% |
| All | -28.2% | +219.2% | -247.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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