+87.0%
CIFR vs IFF
-12.6%
+99.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.5% |
| 7D | +26.7% | -0.2% | +26.9% | +26.7% |
| 30D | +7.7% | -0.3% | +8.1% | +7.7% |
| 3M | -23.8% | +18.6% | -42.4% | -28.1% |
| 6M | +35.9% | +17.4% | +18.5% | +28.2% |
| YTD | +25.4% | +28.5% | -3.1% | +15.3% |
| 1Y | +139.8% | +32.5% | +107.2% | +117.3% |
| 3Y | +515.0% | +34.1% | +480.9% | +437.3% |
| 5Y | +52.1% | -35.2% | +87.3% | +60.7% |
| All | +87.0% | -12.6% | +99.5% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling