-21.0%
CIFR vs IWD
+72.9%
-93.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.6% |
| 7D | +4.8% | +2.3% | +2.5% | -0.6% |
| 30D | -31.0% | +3.6% | -34.6% | -37.5% |
| 3M | -58.7% | +2.2% | -60.9% | -61.5% |
| 6M | -67.7% | +13.0% | -80.7% | -76.7% |
| YTD | -53.5% | +26.5% | -80.0% | -73.8% |
| 1Y | -54.1% | +30.1% | -84.2% | -75.7% |
| 3Y | +138.2% | +84.9% | +53.3% | -29.2% |
| All | -21.0% | +72.9% | -93.9% | -73.9% |
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