-71.1%
CIFR vs ILMN
+92.1%
-163.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -4.9% | -15.1% | -17.5% |
| 7D | -26.7% | -21.6% | -5.2% | -18.4% |
| 30D | -58.0% | -22.9% | -35.1% | -53.1% |
| 3M | -68.1% | +11.6% | -79.7% | -68.7% |
| 6M | -63.7% | +62.5% | -126.2% | -67.6% |
| YTD | -56.0% | +72.7% | -128.7% | -67.0% |
| 1Y | -71.1% | +93.9% | -165.0% | -83.4% |
| All | -71.1% | +92.1% | -163.3% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling