-28.2%
CIFR vs IONS
-40.1%
+11.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.5% | +8.4% | +8.7% |
| 7D | +9.4% | -29.4% | +38.8% | +20.4% |
| 30D | -45.3% | -35.1% | -10.2% | -38.0% |
| 3M | -58.7% | -48.9% | -9.8% | -50.0% |
| 6M | -64.9% | -62.4% | -2.5% | -54.5% |
| YTD | -51.8% | -64.2% | +12.4% | -36.4% |
| 1Y | -61.9% | -60.9% | -1.0% | -51.0% |
| 3Y | +138.6% | -38.9% | +177.5% | +155.5% |
| 5Y | -13.0% | -15.6% | +2.6% | -10.1% |
| All | -28.2% | -40.1% | +11.9% | -23.2% |
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