-67.4%
IREN vs CARR
-1.4%
-66.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.5% | -11.8% | -11.5% |
| 7D | -24.7% | -0.7% | -24.1% | -24.4% |
| 30D | -46.4% | +0.3% | -46.7% | -46.4% |
| 3M | -46.9% | -14.9% | -31.9% | -41.8% |
| 6M | -56.1% | -14.9% | -41.3% | -52.5% |
| YTD | -42.5% | +7.0% | -49.5% | -46.4% |
| 1Y | -67.4% | -1.8% | -65.7% | -69.8% |
| All | -67.4% | -1.4% | -66.0% | -69.8% |
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