-30.7%
CIFR vs INDA
+57.8%
-88.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.8% |
| 7D | +4.8% | +1.1% | +3.7% | +3.4% |
| 30D | -31.0% | +9.4% | -40.4% | -38.9% |
| 3M | -58.7% | +2.9% | -61.7% | -60.4% |
| 6M | -67.7% | +7.2% | -74.9% | -70.6% |
| YTD | -53.5% | -4.8% | -48.7% | -50.7% |
| 1Y | -54.1% | -5.1% | -49.0% | -51.0% |
| 3Y | +138.2% | +16.7% | +121.5% | +111.3% |
| 5Y | -18.5% | +8.8% | -27.3% | -25.6% |
| All | -30.7% | +57.8% | -88.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling