-12.4%
IREN vs CAPR
+183.9%
-196.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.4% | -10.5% | -1.5% |
| 7D | -2.8% | +36.0% | -38.8% | -4.1% |
| 30D | -39.2% | +25.8% | -65.0% | -39.9% |
| 3M | -48.1% | +140.8% | -188.9% | -50.6% |
| 6M | -65.0% | -67.6% | +2.6% | -64.3% |
| YTD | -43.3% | -65.9% | +22.6% | -42.6% |
| 1Y | -65.7% | +66.1% | -131.8% | -71.9% |
| 3Y | +620.9% | +256.9% | +364.0% | +276.7% |
| All | -12.4% | +183.9% | -196.3% | -65.1% |
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