+82.7%
IREN vs CAPR
+170.9%
-88.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.2% |
| 7D | +26.0% | -2.0% | +28.0% | +26.1% |
| 30D | +14.9% | +139.2% | -124.3% | +9.6% |
| 3M | -27.8% | -66.4% | +38.6% | -26.2% |
| 6M | +1.9% | -63.1% | +65.1% | +3.5% |
| YTD | +18.3% | -67.4% | +85.7% | +20.5% |
| 1Y | +71.0% | +58.2% | +12.7% | +38.8% |
| 3Y | +882.0% | +42.2% | +839.8% | +504.1% |
| All | +82.7% | +170.9% | -88.2% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling