-63.8%
CIFR vs IRE
-97.2%
+33.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +39.6% | -21.7% | +0.7% |
| 7D | -10.2% | -27.2% | +17.0% | -0.3% |
| 30D | -55.0% | -75.1% | +20.1% | -23.8% |
| 3M | -64.1% | -77.9% | +13.8% | -39.4% |
| 6M | -70.1% | -94.6% | +24.5% | -23.6% |
| YTD | -55.7% | -91.5% | +35.9% | -26.6% |
| 1Y | -69.9% | -97.8% | +28.0% | -7.9% |
| All | -63.8% | -97.2% | +33.4% | -9.2% |
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