+597.0%
IREN vs CAG
-35.9%
+632.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +4.0% |
| 7D | -4.0% | -1.8% | -2.3% | -4.6% |
| 30D | -40.1% | +9.7% | -49.8% | -34.9% |
| 3M | -47.6% | +0.5% | -48.1% | -45.7% |
| 6M | -62.2% | +8.9% | -71.1% | -58.2% |
| YTD | -44.8% | -8.4% | -36.5% | -43.6% |
| 1Y | -63.7% | -8.3% | -55.4% | -62.7% |
| All | +597.0% | -35.9% | +632.9% | +617.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling