-29.5%
CIFR vs IOVA
-67.9%
+38.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +3.9% | +14.1% | +16.9% |
| 7D | -10.2% | -5.2% | -5.0% | -8.3% |
| 30D | -55.0% | -37.8% | -17.3% | -49.8% |
| 3M | -64.1% | +29.5% | -93.5% | -67.0% |
| 6M | -70.1% | +96.6% | -166.7% | -76.3% |
| YTD | -55.7% | +194.5% | -250.2% | -69.1% |
| 1Y | -69.9% | +248.1% | -317.9% | -80.0% |
| 3Y | +68.7% | +86.1% | -17.4% | +5.4% |
| All | -29.5% | -67.9% | +38.4% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling