+79.2%
CIFR vs IVZ
+197.3%
-118.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.1% |
| 7D | +16.9% | +0.6% | +16.3% | +16.6% |
| 30D | -5.2% | +4.0% | -9.2% | -8.6% |
| 3M | -30.6% | +18.2% | -48.7% | -40.1% |
| 6M | +10.6% | +32.8% | -22.2% | -13.7% |
| YTD | +20.2% | +28.7% | -8.6% | -4.3% |
| 1Y | +139.7% | +55.4% | +84.4% | +63.4% |
| 3Y | +489.4% | +135.2% | +354.2% | +195.3% |
| 5Y | +54.4% | +64.2% | -9.8% | -8.8% |
| All | +79.2% | +197.3% | -118.1% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling