-33.9%
CIFR vs IWD
+135.9%
-169.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +18.7% |
| 7D | -10.2% | -0.5% | -9.8% | -10.4% |
| 30D | -55.0% | +2.7% | -57.7% | -58.0% |
| 3M | -64.1% | +0.9% | -64.9% | -65.4% |
| 6M | -70.1% | +10.5% | -80.7% | -76.4% |
| YTD | -55.7% | +23.7% | -79.4% | -71.5% |
| 1Y | -69.9% | +28.7% | -98.6% | -82.1% |
| 3Y | +68.7% | +79.7% | -11.0% | -35.1% |
| 5Y | -26.2% | +69.7% | -95.9% | -68.8% |
| All | -33.9% | +135.9% | -169.8% | -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