+69.0%
CIFR vs IFF
+33.4%
+35.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.7% |
| 7D | -5.0% | -3.2% | -1.8% | -4.9% |
| 30D | -5.7% | -0.3% | -5.4% | -5.7% |
| 3M | -25.5% | +8.4% | -34.0% | -26.8% |
| 6M | +19.4% | +23.0% | -3.6% | +14.1% |
| YTD | +14.2% | +25.5% | -11.3% | +11.7% |
| 1Y | +69.0% | +29.1% | +39.9% | +76.4% |
| All | +69.0% | +33.4% | +35.6% | +76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling