-30.7%
CIFR vs IEF
-12.2%
-18.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +4.8% | -2.0% | +6.8% | +5.8% |
| 30D | -31.0% | +0.7% | -31.7% | -31.5% |
| 3M | -58.7% | -2.5% | -56.2% | -58.2% |
| 6M | -67.7% | -2.6% | -65.1% | -67.3% |
| YTD | -53.5% | -3.2% | -50.3% | -52.6% |
| 1Y | -54.1% | -3.0% | -51.0% | -53.2% |
| 3Y | +138.2% | +10.5% | +127.7% | +116.2% |
| 5Y | -18.5% | -8.2% | -10.4% | -29.5% |
| All | -30.7% | -12.2% | -18.5% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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