+51.0%
CIFR vs IWD
+73.6%
-22.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +3.8% |
| 7D | +16.9% | -0.3% | +17.2% | +18.0% |
| 30D | -5.2% | +0.6% | -5.8% | -7.2% |
| 3M | -30.6% | +7.2% | -37.8% | -42.6% |
| 6M | +10.6% | +16.2% | -5.6% | -23.2% |
| YTD | +20.2% | +23.3% | -3.1% | -27.2% |
| 1Y | +139.7% | +29.6% | +110.2% | +30.7% |
| 3Y | +489.4% | +70.5% | +418.9% | +105.4% |
| All | +51.0% | +73.6% | -22.7% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling