+61.0%
CIFR vs IWF
+125.4%
-64.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.7% | -3.9% |
| 7D | -8.2% | -1.7% | -6.5% | -5.0% |
| 30D | -7.4% | -1.8% | -5.5% | -3.2% |
| 3M | -24.2% | +1.5% | -25.6% | -24.5% |
| 6M | +14.2% | +7.7% | +6.5% | +4.4% |
| YTD | +8.0% | +2.7% | +5.3% | +9.1% |
| 1Y | +55.5% | +6.8% | +48.8% | +51.1% |
| 3Y | +429.6% | +76.9% | +352.7% | +168.3% |
| 5Y | +20.8% | +73.4% | -52.6% | -38.3% |
| All | +61.0% | +125.4% | -64.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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