+29.3%
CIFR vs IYR
+4.2%
+25.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -7.2% |
| 7D | +11.3% | -0.9% | +12.2% | +13.0% |
| 30D | +3.5% | -2.4% | +5.9% | +6.8% |
| 3M | -26.6% | -2.0% | -24.6% | -26.6% |
| 6M | +18.1% | +2.5% | +15.6% | +10.2% |
| YTD | +14.5% | +8.3% | +6.2% | -1.1% |
| 1Y | +83.3% | +6.5% | +76.8% | +62.0% |
| 3Y | +461.5% | +29.3% | +432.1% | +278.1% |
| 5Y | +29.3% | +5.7% | +23.6% | +19.9% |
| All | +29.3% | +4.2% | +25.1% | +19.9% |
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