+138.2%
CIFR vs IVZ
+152.3%
-14.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -6.7% |
| 7D | +4.8% | +7.6% | -2.8% | -4.1% |
| 30D | -31.0% | +4.3% | -35.3% | -34.6% |
| 3M | -58.7% | -9.3% | -49.4% | -53.8% |
| 6M | -67.7% | +5.2% | -73.0% | -69.8% |
| YTD | -53.5% | +13.4% | -67.0% | -60.6% |
| 1Y | -54.1% | +25.4% | -79.4% | -65.2% |
| 3Y | +138.2% | +152.5% | -14.3% | -12.6% |
| All | +138.2% | +152.3% | -14.1% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling