+61.0%
CIFR vs IT
+36.3%
+24.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.2% | -5.8% |
| 7D | -8.2% | -12.7% | +4.5% | -5.9% |
| 30D | -7.4% | -8.9% | +1.5% | -6.0% |
| 3M | -24.2% | +10.1% | -34.3% | -29.4% |
| 6M | +14.2% | +7.3% | +6.9% | +4.6% |
| YTD | +8.0% | -32.4% | +40.4% | +21.1% |
| 1Y | +55.5% | -26.6% | +82.2% | +64.2% |
| 3Y | +429.6% | -51.8% | +481.4% | +643.6% |
| 5Y | +20.8% | -45.6% | +66.4% | +52.8% |
| All | +61.0% | +36.3% | +24.7% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling