-71.1%
CIFR vs IRE
-97.6%
+26.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -23.2% | +3.3% | -10.1% |
| 7D | -26.7% | -46.8% | +20.1% | -5.0% |
| 30D | -58.0% | -75.5% | +17.5% | -27.2% |
| 3M | -68.1% | -79.4% | +11.3% | -43.4% |
| 6M | -63.7% | -91.3% | +27.6% | -23.9% |
| YTD | -56.0% | -90.8% | +34.9% | -26.0% |
| 1Y | -71.1% | -97.7% | +26.6% | -18.4% |
| All | -71.1% | -97.6% | +26.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling