+71.0%
IREN vs CARR
-3.6%
+74.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.8% |
| 7D | +26.0% | +1.6% | +24.5% | +25.2% |
| 30D | +14.9% | -8.7% | +23.6% | +19.5% |
| 3M | -27.8% | -12.6% | -15.2% | -24.1% |
| 6M | +1.9% | -1.5% | +3.5% | +2.1% |
| YTD | +18.3% | +14.3% | +4.0% | +18.4% |
| 1Y | +71.0% | -4.6% | +75.6% | +38.3% |
| All | +71.0% | -3.6% | +74.6% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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