-29.5%
CIFR vs ILMN
-46.1%
+16.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.5% | +15.5% | +16.3% |
| 7D | -10.2% | -9.7% | -0.5% | -2.4% |
| 30D | -55.0% | -20.4% | -34.6% | -47.3% |
| 3M | -64.1% | +10.0% | -74.1% | -66.2% |
| 6M | -70.1% | +49.5% | -119.6% | -77.3% |
| YTD | -55.7% | +62.5% | -118.2% | -69.2% |
| 1Y | -69.9% | +76.0% | -145.8% | -80.1% |
| 3Y | +68.7% | +94.2% | -25.5% | -4.6% |
| All | -29.5% | -46.1% | +16.7% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling