-15.6%
CIFR vs IYR
+6.4%
-21.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.2% | +9.1% | +9.1% |
| 7D | +9.4% | -1.2% | +10.6% | +11.3% |
| 30D | -45.3% | +6.1% | -51.4% | -50.2% |
| 3M | -58.7% | +0.9% | -59.6% | -59.8% |
| 6M | -64.9% | +1.2% | -66.1% | -67.2% |
| YTD | -51.8% | +11.1% | -63.0% | -60.3% |
| 1Y | -61.9% | +9.0% | -70.9% | -67.7% |
| 3Y | +138.6% | +41.4% | +97.2% | +40.4% |
| All | -15.6% | +6.4% | -21.9% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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