+87.0%
CIFR vs IONS
+19.8%
+67.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.1% |
| 7D | +26.7% | -5.3% | +32.0% | +28.5% |
| 30D | +7.7% | +0.3% | +7.5% | +7.0% |
| 3M | -23.8% | -22.9% | -0.9% | -19.9% |
| 6M | +35.9% | -23.4% | +59.3% | +43.2% |
| YTD | +25.4% | -28.3% | +53.7% | +35.2% |
| 1Y | +139.8% | -7.0% | +146.8% | +138.4% |
| 3Y | +515.0% | +37.6% | +477.3% | +424.0% |
| 5Y | +52.1% | +53.4% | -1.3% | +28.5% |
| All | +87.0% | +19.8% | +67.1% | +63.3% |
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