+79.3%
IREN vs CARR
+8.9%
+70.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.6% |
| 7D | -1.9% | -3.8% | +1.9% | +1.0% |
| 30D | +0.4% | -8.9% | +9.3% | +7.6% |
| 3M | -22.7% | -17.3% | -5.4% | -11.3% |
| 6M | +4.4% | -1.4% | +5.8% | +3.5% |
| YTD | +16.0% | +10.0% | +6.1% | +4.2% |
| 1Y | +33.4% | -6.4% | +39.8% | +35.0% |
| 3Y | +948.6% | +1.5% | +947.0% | +860.3% |
| All | +79.3% | +8.9% | +70.3% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling