+61.0%
CIFR vs IVZ
+187.0%
-126.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.2% |
| 7D | -8.2% | -2.4% | -5.8% | -6.3% |
| 30D | -7.4% | +2.5% | -9.9% | -9.5% |
| 3M | -24.2% | +17.1% | -41.2% | -34.2% |
| 6M | +14.2% | +35.1% | -21.0% | -12.5% |
| YTD | +8.0% | +24.3% | -16.3% | -11.3% |
| 1Y | +55.5% | +48.7% | +6.8% | +10.1% |
| 3Y | +429.6% | +135.6% | +293.9% | +167.1% |
| 5Y | +20.8% | +60.3% | -39.6% | -26.4% |
| All | +61.0% | +187.0% | -126.0% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling