+87.0%
CIFR vs IWD
+133.3%
-46.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +6.1% |
| 7D | +26.7% | -0.2% | +26.9% | +27.3% |
| 30D | +7.7% | -0.8% | +8.5% | +8.9% |
| 3M | -23.8% | +8.0% | -31.8% | -36.7% |
| 6M | +35.9% | +18.2% | +17.7% | -4.1% |
| YTD | +25.4% | +22.3% | +3.1% | -16.6% |
| 1Y | +139.8% | +28.9% | +110.9% | +45.3% |
| 3Y | +515.0% | +71.5% | +443.4% | +158.7% |
| 5Y | +52.1% | +73.6% | -21.5% | -34.1% |
| All | +87.0% | +133.3% | -46.4% | -22.6% |
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