-70.1%
CIFR vs IWD
+10.9%
-81.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +18.1% |
| 7D | -10.2% | -0.5% | -9.8% | -8.6% |
| 30D | -55.0% | +2.7% | -57.7% | -55.9% |
| 3M | -64.1% | +0.9% | -64.9% | -64.4% |
| 6M | -70.1% | +10.5% | -80.7% | -78.4% |
| All | -70.1% | +10.9% | -81.1% | -78.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling