+70.2%
CIFR vs IDXX
+19.1%
+51.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.0% |
| 7D | -5.0% | -5.7% | +0.7% | -1.2% |
| 30D | -5.7% | -11.5% | +5.8% | +1.4% |
| 3M | -25.5% | -9.5% | -16.0% | -23.6% |
| 6M | +19.4% | -16.0% | +35.4% | +29.5% |
| YTD | +14.2% | -25.4% | +39.6% | +35.0% |
| 1Y | +69.0% | -21.8% | +90.8% | +94.9% |
| 3Y | +503.9% | +7.0% | +496.9% | +411.6% |
| 5Y | +27.7% | -26.0% | +53.6% | +19.3% |
| All | +70.2% | +19.1% | +51.1% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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