+70.2%
CIFR vs INVH
+18.2%
+52.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -5.0% | -3.0% | -2.0% | -3.3% |
| 30D | -5.7% | -7.5% | +1.8% | -1.6% |
| 3M | -25.5% | -5.5% | -20.0% | -24.5% |
| 6M | +19.4% | +11.7% | +7.7% | +7.1% |
| YTD | +14.2% | +1.3% | +12.8% | +9.3% |
| 1Y | +69.0% | -6.1% | +75.1% | +69.8% |
| 3Y | +503.9% | -9.8% | +513.7% | +525.7% |
| 5Y | +27.7% | -19.7% | +47.3% | +37.0% |
| All | +70.2% | +18.2% | +52.0% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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