+68.7%
CIFR vs IOVA
+85.3%
-16.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +3.9% | +14.1% | +17.0% |
| 7D | -10.2% | -5.2% | -5.0% | -8.5% |
| 30D | -55.0% | -37.8% | -17.3% | -50.3% |
| 3M | -64.1% | +29.5% | -93.5% | -66.6% |
| 6M | -70.1% | +96.6% | -166.7% | -75.6% |
| YTD | -55.7% | +194.5% | -250.2% | -67.7% |
| 1Y | -69.9% | +248.1% | -317.9% | -79.0% |
| 3Y | +68.7% | +86.1% | -17.4% | +3.7% |
| All | +68.7% | +85.3% | -16.6% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling