-71.1%
CIFR vs IEMG
+13.6%
-84.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.9% | -20.9% | -22.2% |
| 7D | -26.7% | -3.1% | -23.6% | -20.8% |
| 30D | -58.0% | -10.3% | -47.7% | -44.3% |
| 3M | -68.1% | -6.6% | -61.5% | -61.0% |
| 6M | -63.7% | -3.9% | -59.8% | -58.6% |
| YTD | -56.0% | +12.4% | -68.3% | -70.8% |
| 1Y | -71.1% | +13.9% | -85.0% | -81.8% |
| All | -71.1% | +13.6% | -84.7% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1y: compounded portfolio wealth divided by compounded IEMG 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…
1y analysis · Full analysis span regression · 6 months rolling