-62.3%
CIFR vs IRE
-97.3%
+35.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +5.1% |
| 7D | -0.7% | -15.5% | +14.8% | +3.9% |
| 30D | -49.6% | -70.4% | +20.8% | -20.5% |
| 3M | -60.4% | -81.6% | +21.3% | -26.8% |
| 6M | -66.9% | -94.7% | +27.8% | -13.7% |
| YTD | -53.9% | -91.8% | +37.9% | -22.8% |
| 1Y | -67.1% | -97.6% | +30.5% | -5.6% |
| All | -62.3% | -97.3% | +35.0% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling