+328.1%
IREN vs CART
+39.2%
+288.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.9% | -6.3% |
| 7D | +8.0% | +1.2% | +6.8% | +7.6% |
| 30D | -44.0% | +17.8% | -61.8% | -47.6% |
| 3M | -55.4% | +20.7% | -76.1% | -58.9% |
| 6M | -65.6% | +49.7% | -115.3% | -71.4% |
| YTD | -48.4% | +30.0% | -78.4% | -55.3% |
| 1Y | -65.0% | +48.4% | -113.4% | -71.7% |
| 3Y | +558.1% | +132.0% | +426.1% | +270.1% |
| All | +328.1% | +39.2% | +288.9% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling