+70.2%
CIFR vs ITW
+50.9%
+19.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +4.5% |
| 7D | -5.0% | -0.7% | -4.3% | -4.2% |
| 30D | -5.7% | -8.3% | +2.6% | +3.5% |
| 3M | -25.5% | +6.0% | -31.6% | -33.5% |
| 6M | +19.4% | 0.0% | +19.4% | +15.4% |
| YTD | +14.2% | +10.2% | +3.9% | -2.2% |
| 1Y | +69.0% | +3.2% | +65.8% | +52.9% |
| 3Y | +503.9% | +21.0% | +483.0% | +379.7% |
| 5Y | +27.7% | +37.9% | -10.3% | -9.4% |
| All | +70.2% | +50.9% | +19.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling