+505.7%
CIFR vs IJR
+52.6%
+453.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -6.0% |
| 7D | +11.3% | -1.1% | +12.4% | +14.8% |
| 30D | +3.5% | -3.6% | +7.1% | +14.1% |
| 3M | -26.6% | +2.3% | -29.0% | -30.2% |
| 6M | +18.1% | +14.3% | +3.8% | -11.8% |
| YTD | +14.5% | +19.3% | -4.8% | -22.7% |
| 1Y | +83.3% | +22.6% | +60.7% | +17.4% |
| All | +505.7% | +52.6% | +453.1% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling