+61.0%
CIFR vs IEF
-11.7%
+72.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.2% |
| 7D | -8.2% | -1.2% | -7.0% | -7.5% |
| 30D | -7.4% | -1.5% | -5.9% | -6.5% |
| 3M | -24.2% | -1.7% | -22.5% | -23.3% |
| 6M | +14.2% | -3.5% | +17.7% | +16.9% |
| YTD | +8.0% | -2.6% | +10.6% | +10.1% |
| 1Y | +55.5% | -2.4% | +57.9% | +58.2% |
| 3Y | +429.6% | +8.9% | +420.6% | +390.4% |
| 5Y | +20.8% | -9.2% | +30.0% | +4.3% |
| All | +61.0% | -11.7% | +72.7% | +40.1% |
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