+70.2%
CIFR vs XBI
+32.2%
+38.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.1% |
| 7D | -5.0% | -4.6% | -0.4% | -0.1% |
| 30D | -5.7% | -2.0% | -3.7% | -4.3% |
| 3M | -25.5% | +17.8% | -43.3% | -38.6% |
| 6M | +19.4% | +23.7% | -4.3% | -5.5% |
| YTD | +14.2% | +28.2% | -14.1% | -12.7% |
| 1Y | +69.0% | +64.0% | +5.0% | +1.0% |
| 3Y | +503.9% | +99.4% | +404.5% | +232.2% |
| 5Y | +27.7% | +19.3% | +8.3% | -13.7% |
| All | +70.2% | +32.2% | +38.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 10y: compounded portfolio wealth divided by compounded XBI 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…
10y analysis · Full analysis span regression · 6 months rolling