-71.1%
CIFR vs IVZ
+30.5%
-101.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.2% | -24.1% | -24.3% |
| 7D | -26.7% | +2.6% | -29.4% | -29.3% |
| 30D | -58.0% | -3.5% | -54.5% | -56.4% |
| 3M | -68.1% | -7.4% | -60.7% | -65.4% |
| 6M | -63.7% | +14.7% | -78.4% | -68.9% |
| YTD | -56.0% | +14.6% | -70.6% | -65.7% |
| 1Y | -71.1% | +30.7% | -101.8% | -81.2% |
| All | -71.1% | +30.5% | -101.7% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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