+70.7%
CIFR vs ICE
+70.3%
+0.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -8.2% |
| 7D | +11.3% | -0.9% | +12.2% | +12.1% |
| 30D | +3.5% | +4.0% | -0.5% | +0.5% |
| 3M | -26.6% | +11.0% | -37.6% | -32.3% |
| 6M | +18.1% | -5.0% | +23.1% | +20.9% |
| YTD | +14.5% | -2.7% | +17.2% | +13.3% |
| 1Y | +83.3% | -8.6% | +91.9% | +90.7% |
| 3Y | +461.5% | +41.4% | +420.1% | +307.2% |
| 5Y | +29.3% | +39.9% | -10.6% | -6.5% |
| All | +70.7% | +70.3% | +0.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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