+515.0%
CIFR vs IRM
+101.2%
+413.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +5.0% |
| 7D | +26.7% | +1.6% | +25.1% | +24.7% |
| 30D | +7.7% | -4.2% | +11.9% | +13.5% |
| 3M | -23.8% | -5.4% | -18.4% | -17.9% |
| 6M | +35.9% | +12.0% | +23.9% | +26.5% |
| YTD | +25.4% | +42.0% | -16.6% | -5.9% |
| 1Y | +139.8% | +29.9% | +109.9% | +98.5% |
| 3Y | +515.0% | +104.4% | +410.6% | +184.3% |
| All | +515.0% | +101.2% | +413.7% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling