+79.2%
IREN vs CAPR
+35.6%
+43.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.6% | +8.7% | +5.1% |
| 7D | +27.5% | -9.5% | +36.9% | +27.6% |
| 30D | +13.8% | +121.5% | -107.7% | +12.5% |
| 3M | -20.7% | -65.4% | +44.7% | -19.9% |
| 6M | +27.9% | -67.5% | +95.4% | +29.3% |
| YTD | +24.3% | -68.6% | +92.9% | +25.6% |
| 1Y | +79.2% | +42.7% | +36.5% | +89.1% |
| All | +79.2% | +35.6% | +43.6% | +89.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling