+26.9%
CIFR vs INVH
-20.2%
+47.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -5.0% | -3.0% | -2.0% | -3.0% |
| 30D | -5.7% | -7.5% | +1.8% | -1.0% |
| 3M | -25.5% | -5.5% | -20.0% | -24.3% |
| 6M | +19.4% | +11.7% | +7.7% | +5.0% |
| YTD | +14.2% | +1.3% | +12.8% | +8.3% |
| 1Y | +69.0% | -6.1% | +75.1% | +69.8% |
| 3Y | +503.9% | -9.8% | +513.7% | +524.9% |
| All | +26.9% | -20.2% | +47.1% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling