-1.9%
CIFR vs IRE
-84.4%
+82.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +14.0% | -11.9% | -3.7% |
| 7D | +16.9% | +54.8% | -37.8% | -3.2% |
| 30D | -5.2% | +18.4% | -23.6% | -15.8% |
| 3M | -30.6% | -66.7% | +36.2% | -6.5% |
| 6M | +10.6% | -52.3% | +62.9% | +9.4% |
| YTD | +20.2% | -52.3% | +72.5% | +2.5% |
| All | -1.9% | -84.4% | +82.6% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling