+87.0%
CIFR vs IJR
+108.5%
-21.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +5.6% |
| 7D | +26.7% | +0.9% | +25.8% | +24.7% |
| 30D | +7.7% | -3.1% | +10.9% | +14.3% |
| 3M | -23.8% | +4.4% | -28.2% | -28.9% |
| 6M | +35.9% | +16.1% | +19.8% | +9.0% |
| YTD | +25.4% | +20.6% | +4.8% | -5.0% |
| 1Y | +139.8% | +22.9% | +116.9% | +78.4% |
| 3Y | +515.0% | +55.2% | +459.7% | +290.0% |
| 5Y | +52.1% | +41.1% | +11.0% | +8.5% |
| All | +87.0% | +108.5% | -21.5% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling