+138.2%
CIFR vs IWD
+85.1%
+53.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.7% |
| 7D | +4.8% | +2.3% | +2.5% | -2.2% |
| 30D | -31.0% | +3.6% | -34.6% | -39.6% |
| 3M | -58.7% | +2.2% | -60.9% | -62.5% |
| 6M | -67.7% | +13.0% | -80.7% | -79.5% |
| YTD | -53.5% | +26.5% | -80.0% | -79.2% |
| 1Y | -54.1% | +30.1% | -84.2% | -81.3% |
| 3Y | +138.2% | +84.9% | +53.3% | -65.1% |
| All | +138.2% | +85.1% | +53.0% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling