+61.0%
CIFR vs IDXX
+19.5%
+41.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -4.5% |
| 7D | -8.2% | -4.3% | -3.9% | -5.5% |
| 30D | -7.4% | -13.7% | +6.3% | +1.2% |
| 3M | -24.2% | -9.1% | -15.1% | -22.5% |
| 6M | +14.2% | -15.4% | +29.6% | +23.2% |
| YTD | +8.0% | -25.1% | +33.1% | +27.4% |
| 1Y | +55.5% | -20.6% | +76.1% | +77.4% |
| 3Y | +429.6% | +8.7% | +420.8% | +342.7% |
| 5Y | +20.8% | -25.7% | +46.4% | +12.6% |
| All | +61.0% | +19.5% | +41.5% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling