+70.2%
CIFR vs IEMG
+78.1%
-7.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +3.4% |
| 7D | -5.0% | -1.3% | -3.7% | -2.3% |
| 30D | -5.7% | +1.9% | -7.6% | -8.0% |
| 3M | -25.5% | +1.4% | -27.0% | -25.4% |
| 6M | +19.4% | +15.2% | +4.2% | -2.6% |
| YTD | +14.2% | +23.8% | -9.7% | -16.9% |
| 1Y | +69.0% | +30.7% | +38.3% | +14.7% |
| 3Y | +503.9% | +83.3% | +420.7% | +159.5% |
| 5Y | +27.7% | +48.8% | -21.1% | -36.1% |
| All | +70.2% | +78.1% | -7.9% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling