+146.9%
CIFR vs ILMN
+124.5%
+22.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.9% | +9.8% | +9.4% |
| 7D | +9.4% | -6.0% | +15.4% | +14.0% |
| 30D | -45.3% | -23.0% | -22.3% | -36.1% |
| 3M | -58.7% | +10.4% | -69.1% | -60.5% |
| 6M | -64.9% | +49.4% | -114.4% | -71.7% |
| YTD | -51.8% | +62.3% | -114.2% | -63.9% |
| 1Y | -61.9% | +73.7% | -135.6% | -72.5% |
| All | +146.9% | +124.5% | +22.4% | +48.8% |
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