+505.7%
CIFR vs ITW
+18.4%
+487.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.7% | -6.9% | -6.7% |
| 7D | +11.3% | -1.9% | +13.2% | +14.0% |
| 30D | +3.5% | -10.4% | +13.9% | +17.2% |
| 3M | -26.6% | +3.5% | -30.2% | -34.3% |
| 6M | +18.1% | -3.4% | +21.5% | +17.3% |
| YTD | +14.5% | +8.5% | +6.0% | -4.9% |
| 1Y | +83.3% | +3.2% | +80.1% | +58.9% |
| All | +505.7% | +18.4% | +487.4% | +296.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling