-30.7%
CIFR vs IWF
+113.6%
-144.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -1.8% |
| 7D | +4.8% | +2.8% | +2.0% | -0.5% |
| 30D | -31.0% | -7.5% | -23.4% | -17.1% |
| 3M | -58.7% | -8.5% | -50.2% | -48.5% |
| 6M | -67.7% | -7.4% | -60.3% | -59.7% |
| YTD | -53.5% | -2.6% | -50.9% | -45.7% |
| 1Y | -54.1% | -1.8% | -52.2% | -46.7% |
| 3Y | +138.2% | +65.5% | +72.7% | +41.8% |
| 5Y | -18.5% | +55.8% | -74.4% | -50.6% |
| All | -30.7% | +113.6% | -144.3% | -62.3% |
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