-34.3%
CIFR vs IP
+3.7%
-38.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.5% | -21.5% | -20.6% |
| 7D | -26.7% | +3.4% | -30.1% | -28.3% |
| 30D | -58.0% | +11.2% | -69.2% | -60.2% |
| 3M | -68.1% | -14.8% | -53.3% | -66.3% |
| 6M | -63.7% | +17.3% | -81.0% | -67.3% |
| YTD | -56.0% | -6.2% | -49.8% | -56.7% |
| 1Y | -71.1% | +2.3% | -73.5% | -72.9% |
| 3Y | +58.5% | +17.7% | +40.9% | +44.9% |
| 5Y | -23.6% | -8.4% | -15.2% | -25.5% |
| All | -34.3% | +3.7% | -38.1% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling