+20.8%
CIFR vs IEMG
+45.7%
-25.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.0% | -3.7% | -1.3% |
| 7D | -8.2% | -0.9% | -7.4% | -6.3% |
| 30D | -7.4% | +2.1% | -9.5% | -10.4% |
| 3M | -24.2% | +4.6% | -28.8% | -29.3% |
| 6M | +14.2% | +14.0% | +0.1% | -9.3% |
| YTD | +8.0% | +22.3% | -14.3% | -25.0% |
| 1Y | +55.5% | +30.7% | +24.8% | -3.6% |
| 3Y | +429.6% | +83.2% | +346.4% | +84.1% |
| 5Y | +20.8% | +47.0% | -26.2% | -43.7% |
| All | +20.8% | +45.7% | -25.0% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling