-30.7%
CIFR vs IOVA
-78.8%
+48.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.5% |
| 7D | +4.8% | -3.5% | +8.3% | +5.6% |
| 30D | -31.0% | -45.4% | +14.4% | -21.4% |
| 3M | -58.7% | +19.0% | -77.7% | -61.0% |
| 6M | -67.7% | +112.0% | -179.7% | -74.2% |
| YTD | -53.5% | +184.2% | -237.8% | -66.1% |
| 1Y | -54.1% | +222.0% | -276.0% | -67.5% |
| 3Y | +138.2% | +92.6% | +45.6% | +60.0% |
| 5Y | -18.5% | -63.2% | +44.6% | -34.7% |
| All | -30.7% | -78.8% | +48.1% | -42.6% |
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