-64.1%
CIFR vs ILMN
+8.3%
-72.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.5% | +15.5% | +15.9% |
| 7D | -10.2% | -9.7% | -0.5% | -1.3% |
| 30D | -55.0% | -20.4% | -34.6% | -47.0% |
| 3M | -64.1% | +10.0% | -74.1% | -67.6% |
| All | -64.1% | +8.3% | -72.4% | -67.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling