-31.2%
CIFR vs IWD
+140.7%
-171.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | -0.1% |
| 7D | -0.7% | +1.3% | -2.0% | -4.3% |
| 30D | -49.6% | +3.6% | -53.2% | -53.8% |
| 3M | -60.4% | +2.3% | -62.7% | -62.9% |
| 6M | -66.9% | +13.0% | -79.9% | -75.0% |
| YTD | -53.9% | +26.2% | -80.0% | -71.6% |
| 1Y | -67.1% | +30.5% | -97.5% | -81.0% |
| 3Y | +118.3% | +86.2% | +32.1% | -21.3% |
| 5Y | -26.9% | +72.9% | -99.7% | -70.3% |
| All | -31.2% | +140.7% | -171.9% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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