+487.4%
CIFR vs ILMN
+33.7%
+453.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.0% |
| 7D | +16.9% | +1.2% | +15.7% | +16.4% |
| 30D | -5.2% | +9.2% | -14.4% | -9.4% |
| 3M | -30.6% | +29.8% | -60.4% | -40.0% |
| 6M | +10.6% | +69.2% | -58.6% | -18.3% |
| YTD | +20.2% | +66.4% | -46.2% | -12.7% |
| 1Y | +139.7% | +123.4% | +16.3% | +36.5% |
| All | +487.4% | +33.7% | +453.7% | +334.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling