+20.8%
CIFR vs IJR
+38.0%
-17.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -3.8% |
| 7D | -8.2% | -2.3% | -5.9% | -3.4% |
| 30D | -7.4% | -4.7% | -2.7% | +3.0% |
| 3M | -24.2% | +2.1% | -26.3% | -26.9% |
| 6M | +14.2% | +13.9% | +0.3% | -9.1% |
| YTD | +8.0% | +18.2% | -10.2% | -20.0% |
| 1Y | +55.5% | +21.8% | +33.7% | +10.2% |
| 3Y | +429.6% | +52.2% | +377.4% | +199.9% |
| 5Y | +20.8% | +40.1% | -19.4% | -15.3% |
| All | +20.8% | +38.0% | -17.2% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling