+944.0%
IREN vs CARR
-0.1%
+944.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.6% | -2.3% |
| 7D | +4.8% | -4.1% | +8.9% | +7.8% |
| 30D | +9.8% | -11.0% | +20.8% | +18.4% |
| 3M | -15.3% | -16.4% | +1.1% | -5.1% |
| 6M | +14.5% | -2.4% | +16.8% | +14.7% |
| YTD | +15.5% | +8.4% | +7.1% | +6.4% |
| 1Y | +29.8% | -8.0% | +37.7% | +33.4% |
| All | +944.0% | -0.1% | +944.1% | +935.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling