+83.3%
CIFR vs IOVA
+254.2%
-170.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.1% | -5.6% | -8.0% |
| 7D | +11.3% | -2.2% | +13.5% | +11.9% |
| 30D | +3.5% | +31.7% | -28.2% | -1.7% |
| 3M | -26.6% | +117.3% | -143.9% | -38.4% |
| 6M | +18.1% | +55.8% | -37.7% | +3.9% |
| YTD | +14.5% | +208.8% | -194.3% | -13.5% |
| 1Y | +83.3% | +255.7% | -172.4% | +62.1% |
| All | +83.3% | +254.2% | -170.9% | +62.1% |
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