+20.0%
CIFR vs IFF
-35.5%
+55.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.6% |
| 7D | -8.2% | -2.8% | -5.4% | -7.5% |
| 30D | -7.4% | -1.1% | -6.3% | -7.2% |
| 3M | -24.2% | +13.8% | -38.0% | -28.0% |
| 6M | +14.2% | +16.7% | -2.5% | +7.1% |
| YTD | +8.0% | +26.1% | -18.1% | -1.4% |
| 1Y | +55.5% | +33.5% | +22.0% | +38.7% |
| 3Y | +429.6% | +31.6% | +398.0% | +352.5% |
| All | +20.0% | -35.5% | +55.5% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling