+45.8%
CIFR vs IOVA
-63.1%
+108.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | +16.9% | +9.7% | +7.2% | +14.4% |
| 30D | -5.2% | +102.5% | -107.7% | -21.8% |
| 3M | -30.6% | +100.7% | -131.3% | -43.2% |
| 6M | +10.6% | +106.3% | -95.7% | -12.0% |
| YTD | +20.2% | +222.0% | -201.8% | -15.4% |
| 1Y | +139.7% | +299.5% | -159.8% | +56.0% |
| 3Y | +489.4% | +42.9% | +446.4% | +306.8% |
| All | +45.8% | -63.1% | +108.9% | +5.9% |
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