+505.7%
CIFR vs IEF
+10.0%
+495.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.7% |
| 7D | +11.3% | -0.3% | +11.6% | +11.3% |
| 30D | +3.5% | -0.6% | +4.1% | +3.5% |
| 3M | -26.6% | -1.0% | -25.6% | -26.6% |
| 6M | +18.1% | -3.1% | +21.2% | +17.0% |
| YTD | +14.5% | -1.9% | +16.4% | +14.4% |
| 1Y | +83.3% | -1.4% | +84.7% | +83.8% |
| All | +505.7% | +10.0% | +495.7% | +471.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling