-28.2%
CIFR vs IWF
+116.8%
-145.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.3% | +6.6% | +4.4% |
| 7D | +9.4% | -1.1% | +10.5% | +13.2% |
| 30D | -45.3% | -8.3% | -37.0% | -33.1% |
| 3M | -58.7% | -5.6% | -53.1% | -51.6% |
| 6M | -64.9% | -5.4% | -59.5% | -58.0% |
| YTD | -51.8% | -1.2% | -50.7% | -45.4% |
| 1Y | -61.9% | -2.7% | -59.3% | -55.1% |
| 3Y | +138.6% | +67.8% | +70.8% | +38.1% |
| 5Y | -13.0% | +60.1% | -73.1% | -49.1% |
| All | -28.2% | +116.8% | -145.0% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling