+70.2%
CIFR vs IFF
-14.6%
+84.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | -5.0% | -3.2% | -1.8% | -4.3% |
| 30D | -5.7% | -0.3% | -5.4% | -5.7% |
| 3M | -25.5% | +8.4% | -34.0% | -27.9% |
| 6M | +19.4% | +23.0% | -3.6% | +11.3% |
| YTD | +14.2% | +25.5% | -11.3% | +5.6% |
| 1Y | +69.0% | +29.1% | +39.9% | +54.5% |
| 3Y | +503.9% | +31.7% | +472.3% | +429.9% |
| 5Y | +27.7% | -35.2% | +62.9% | +35.5% |
| All | +70.2% | -14.6% | +84.8% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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