+91.9%
IREN vs CAPR
+161.1%
-69.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.6% | +8.7% | +5.2% |
| 7D | +27.5% | -9.5% | +36.9% | +28.0% |
| 30D | +13.8% | +121.5% | -107.7% | +9.0% |
| 3M | -20.7% | -65.4% | +44.7% | -19.2% |
| 6M | +27.9% | -67.5% | +95.4% | +30.7% |
| YTD | +24.3% | -68.6% | +92.9% | +26.8% |
| 1Y | +79.2% | +42.7% | +36.5% | +47.8% |
| 3Y | +904.9% | +43.4% | +861.6% | +513.2% |
| All | +91.9% | +161.1% | -69.2% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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