+70.7%
CIFR vs IOVA
-76.9%
+147.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.1% | -5.6% | -8.0% |
| 7D | +11.3% | -2.2% | +13.5% | +12.0% |
| 30D | +3.5% | +31.7% | -28.2% | -2.5% |
| 3M | -26.6% | +117.3% | -143.9% | -40.1% |
| 6M | +18.1% | +55.8% | -37.7% | +2.7% |
| YTD | +14.5% | +208.8% | -194.3% | -16.2% |
| 1Y | +83.3% | +255.7% | -172.4% | +27.4% |
| 3Y | +461.5% | +41.7% | +419.8% | +306.8% |
| 5Y | +29.3% | -64.9% | +94.2% | +3.8% |
| All | +70.7% | -76.9% | +147.6% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling