+85.6%
IREN vs CARR
+9.8%
+75.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -1.9% |
| 7D | +14.6% | +0.6% | +13.9% | +14.1% |
| 30D | +17.1% | -8.7% | +25.8% | +25.2% |
| 3M | -16.0% | -18.4% | +2.4% | -2.6% |
| 6M | +16.8% | -0.6% | +17.4% | +15.1% |
| YTD | +20.1% | +10.9% | +9.2% | +7.1% |
| 1Y | +50.3% | -7.3% | +57.6% | +53.1% |
| 3Y | +871.5% | +2.9% | +868.6% | +779.6% |
| All | +85.6% | +9.8% | +75.7% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling