-71.1%
CIFR vs IOVA
+362.8%
-433.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -1.5% | -18.5% | -19.6% |
| 7D | -26.7% | -41.3% | +14.5% | -19.3% |
| 30D | -58.0% | -38.5% | -19.5% | -54.2% |
| 3M | -68.1% | +99.5% | -167.6% | -72.3% |
| 6M | -63.7% | +126.0% | -189.6% | -69.5% |
| YTD | -56.0% | +218.7% | -274.6% | -65.6% |
| 1Y | -71.1% | +378.0% | -449.1% | -77.4% |
| All | -71.1% | +362.8% | -433.9% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling