-34.0%
CIFR vs ILMN
-31.2%
-2.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.5% | -2.5% |
| 7D | -19.6% | -9.8% | -9.8% | -13.4% |
| 30D | -51.7% | -22.7% | -29.0% | -42.9% |
| 3M | -60.0% | +12.1% | -72.1% | -62.5% |
| 6M | -68.2% | +51.5% | -119.7% | -75.4% |
| YTD | -55.8% | +63.9% | -119.6% | -68.3% |
| 1Y | -66.8% | +76.6% | -143.3% | -77.2% |
| 3Y | +119.1% | +124.6% | -5.5% | +21.0% |
| 5Y | -25.3% | -42.7% | +17.4% | -21.4% |
| All | -34.0% | -31.2% | -2.9% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling