-28.2%
CIFR vs ICE
+97.2%
-125.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +7.6% |
| 7D | +9.4% | +3.2% | +6.1% | +7.6% |
| 30D | -45.3% | +14.7% | -60.0% | -50.2% |
| 3M | -58.7% | +19.8% | -78.5% | -63.6% |
| 6M | -64.9% | +15.2% | -80.2% | -68.5% |
| YTD | -51.8% | +12.7% | -64.5% | -56.9% |
| 1Y | -61.9% | +20.4% | -82.3% | -67.8% |
| 3Y | +138.6% | +70.8% | +67.8% | +51.1% |
| 5Y | -13.0% | +43.9% | -56.9% | -41.9% |
| All | -28.2% | +97.2% | -125.3% | -54.3% |
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