-14.8%
IREN vs CAG
-39.9%
+25.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +4.5% |
| 7D | -4.0% | -1.8% | -2.3% | -4.4% |
| 30D | -40.1% | +9.7% | -49.8% | -36.4% |
| 3M | -47.6% | +0.5% | -48.1% | -46.2% |
| 6M | -62.2% | +8.9% | -71.1% | -59.4% |
| YTD | -44.8% | -8.4% | -36.5% | -43.6% |
| 1Y | -63.7% | -8.3% | -55.4% | -62.8% |
| 3Y | +604.1% | -36.1% | +640.2% | +567.8% |
| All | -14.8% | -39.9% | +25.1% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling