+139.7%
CIFR vs ILMN
+127.6%
+12.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | +16.9% | +1.2% | +15.7% | +16.8% |
| 30D | -5.2% | +9.2% | -14.4% | -5.9% |
| 3M | -30.6% | +29.8% | -60.4% | -31.3% |
| 6M | +10.6% | +69.2% | -58.6% | +8.0% |
| YTD | +20.2% | +66.4% | -46.2% | +16.8% |
| 1Y | +139.7% | +123.4% | +16.3% | +146.6% |
| All | +139.7% | +127.6% | +12.1% | +146.6% |
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