-31.2%
CIFR vs IONS
-34.5%
+3.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -21.4% | +25.4% | +10.6% |
| 7D | -0.7% | -24.8% | +24.1% | +7.2% |
| 30D | -49.6% | -31.5% | -18.1% | -43.8% |
| 3M | -60.4% | -45.2% | -15.2% | -53.1% |
| 6M | -66.9% | -59.1% | -7.8% | -58.1% |
| YTD | -53.9% | -60.8% | +7.0% | -40.7% |
| 1Y | -67.1% | -57.9% | -9.2% | -58.6% |
| 3Y | +118.3% | -34.5% | +152.7% | +128.3% |
| 5Y | -26.9% | -8.8% | -18.0% | -26.5% |
| All | -31.2% | -34.5% | +3.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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