-13.0%
CIFR vs IWF
+59.3%
-72.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.3% | +6.6% | +3.9% |
| 7D | +9.4% | -1.1% | +10.5% | +13.5% |
| 30D | -45.3% | -8.3% | -37.0% | -31.9% |
| 3M | -58.7% | -5.6% | -53.1% | -51.0% |
| 6M | -64.9% | -5.4% | -59.5% | -57.5% |
| YTD | -51.8% | -1.2% | -50.7% | -45.2% |
| 1Y | -61.9% | -2.7% | -59.3% | -54.7% |
| 3Y | +138.6% | +67.8% | +70.8% | +25.0% |
| 5Y | -13.0% | +60.1% | -73.1% | -50.9% |
| All | -13.0% | +59.3% | -72.2% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling