+139.7%
CIFR vs IRM
+34.4%
+105.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | -0.1% |
| 7D | +16.9% | -0.5% | +17.4% | +17.8% |
| 30D | -5.2% | -8.1% | +2.9% | +7.0% |
| 3M | -30.6% | -9.7% | -20.9% | -19.1% |
| 6M | +10.6% | +10.0% | +0.6% | +2.6% |
| YTD | +20.2% | +43.0% | -22.8% | -20.1% |
| 1Y | +139.7% | +32.7% | +107.1% | +86.8% |
| All | +139.7% | +34.4% | +105.3% | +86.8% |
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