+87.0%
CIFR vs INVH
+21.1%
+65.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.7% |
| 7D | +26.7% | -3.1% | +29.8% | +28.9% |
| 30D | +7.7% | -7.1% | +14.8% | +12.1% |
| 3M | -23.8% | -3.0% | -20.8% | -24.0% |
| 6M | +35.9% | +10.1% | +25.8% | +23.3% |
| YTD | +25.4% | +3.8% | +21.6% | +18.2% |
| 1Y | +139.8% | -2.1% | +141.9% | +134.1% |
| 3Y | +515.0% | -7.0% | +522.0% | +525.2% |
| 5Y | +52.1% | -20.6% | +72.7% | +60.3% |
| All | +87.0% | +21.1% | +65.9% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling