+507.7%
IREN vs CAPR
+239.1%
+268.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.9% | +0.2% | -6.5% |
| 7D | -16.0% | +5.9% | -21.9% | -16.2% |
| 30D | -40.5% | +44.6% | -85.2% | -41.4% |
| 3M | -59.4% | +126.4% | -185.8% | -60.8% |
| 6M | -67.1% | -68.6% | +1.5% | -66.5% |
| YTD | -51.9% | -67.0% | +15.1% | -51.3% |
| 1Y | -62.7% | +65.2% | -127.8% | -67.7% |
| 3Y | +507.7% | +235.6% | +272.1% | +211.0% |
| All | +507.7% | +239.1% | +268.5% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling