+515.0%
CIFR vs IWF
+79.6%
+435.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +5.1% |
| 7D | +26.7% | +1.5% | +25.2% | +22.4% |
| 30D | +7.7% | -1.3% | +9.0% | +12.1% |
| 3M | -23.8% | +0.1% | -23.9% | -22.3% |
| 6M | +35.9% | +10.3% | +25.6% | +11.8% |
| YTD | +25.4% | +4.2% | +21.3% | +20.2% |
| 1Y | +139.8% | +9.3% | +130.5% | +112.7% |
| 3Y | +515.0% | +79.3% | +435.6% | +163.2% |
| All | +515.0% | +79.6% | +435.3% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling