+79.3%
IREN vs CAH
+418.3%
-339.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -1.9% | -5.1% | +3.2% | -2.0% |
| 30D | +0.4% | +0.2% | +0.2% | +0.4% |
| 3M | -22.7% | +6.3% | -29.0% | -22.8% |
| 6M | +4.4% | +9.4% | -5.0% | +4.3% |
| YTD | +16.0% | +15.0% | +1.1% | +16.1% |
| 1Y | +33.4% | +55.4% | -22.0% | +31.1% |
| 3Y | +948.6% | +173.8% | +774.7% | +843.1% |
| All | +79.3% | +418.3% | -339.0% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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