-65.3%
CIFR vs ILMN
+79.5%
-144.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.5% | +2.1% |
| 7D | -0.7% | -2.6% | +1.8% | +2.1% |
| 30D | -49.6% | -20.6% | -29.0% | -43.8% |
| 3M | -60.4% | +17.5% | -77.8% | -60.8% |
| 6M | -66.9% | +55.6% | -122.5% | -68.9% |
| YTD | -53.9% | +68.3% | -122.2% | -63.2% |
| All | -65.3% | +79.5% | -144.8% | -75.2% |
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