+85.6%
IREN vs CAG
-39.4%
+125.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.7% |
| 7D | +14.6% | -6.6% | +21.2% | +11.6% |
| 30D | +17.1% | +2.3% | +14.8% | +18.3% |
| 3M | -16.0% | +16.3% | -32.3% | -10.0% |
| 6M | +16.8% | -16.0% | +32.8% | +12.9% |
| YTD | +20.1% | -7.7% | +27.8% | +20.4% |
| 1Y | +50.3% | -16.0% | +66.3% | +47.7% |
| 3Y | +871.5% | -37.7% | +909.2% | +796.8% |
| All | +85.6% | -39.4% | +125.0% | +74.4% |
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