-37.4%
CIFR vs IP
-12.5%
-25.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -4.0% | -10.7% | -12.8% |
| 7D | -31.5% | -5.0% | -26.5% | -30.1% |
| 30D | -64.2% | +6.5% | -70.7% | -65.5% |
| 3M | -70.3% | -18.0% | -52.3% | -67.8% |
| 6M | -74.9% | +10.3% | -85.2% | -77.1% |
| YTD | -62.4% | -9.9% | -52.5% | -62.4% |
| 1Y | -77.5% | -1.1% | -76.5% | -78.8% |
| 3Y | +35.4% | +13.0% | +22.4% | +20.3% |
| 5Y | -37.4% | -12.3% | -25.2% | -41.4% |
| All | -37.4% | -12.5% | -25.0% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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