-71.1%
CIFR vs IRM
+19.5%
-90.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.7% | -21.6% | -22.2% |
| 7D | -26.7% | +2.6% | -29.3% | -29.5% |
| 30D | -58.0% | +5.6% | -63.6% | -60.8% |
| 3M | -68.1% | -4.7% | -63.4% | -65.7% |
| 6M | -63.7% | -6.1% | -57.6% | -59.6% |
| YTD | -56.0% | +46.3% | -102.3% | -68.1% |
| 1Y | -71.1% | +18.7% | -89.8% | -75.1% |
| All | -71.1% | +19.5% | -90.6% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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