+138.2%
CIFR vs IEF
+10.9%
+127.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | +4.8% | -2.0% | +6.8% | +3.9% |
| 30D | -31.0% | +0.7% | -31.7% | -31.1% |
| 3M | -58.7% | -2.5% | -56.2% | -58.9% |
| 6M | -67.7% | -2.6% | -65.1% | -67.8% |
| YTD | -53.5% | -3.2% | -50.3% | -53.8% |
| 1Y | -54.1% | -3.0% | -51.0% | -54.2% |
| 3Y | +138.2% | +10.5% | +127.7% | +166.0% |
| All | +138.2% | +10.9% | +127.3% | +166.0% |
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