+70.2%
CIFR vs IJR
+105.5%
-35.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +4.8% |
| 7D | -5.0% | -2.2% | -2.8% | -1.1% |
| 30D | -5.7% | -4.6% | -1.1% | +2.9% |
| 3M | -25.5% | +0.2% | -25.8% | -25.3% |
| 6M | +19.4% | +14.7% | +4.7% | -1.9% |
| YTD | +14.2% | +18.9% | -4.7% | -11.1% |
| 1Y | +69.0% | +19.9% | +49.1% | +32.0% |
| 3Y | +503.9% | +53.0% | +450.9% | +293.7% |
| 5Y | +27.7% | +40.9% | -13.2% | -6.4% |
| All | +70.2% | +105.5% | -35.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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