+333.6%
IREN vs CART
+39.2%
+294.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.9% | -7.9% |
| 7D | -19.3% | +0.3% | -19.6% | -19.3% |
| 30D | -43.9% | +22.4% | -66.4% | -48.4% |
| 3M | -49.1% | +15.6% | -64.7% | -52.4% |
| 6M | -67.8% | +44.9% | -112.7% | -72.9% |
| YTD | -47.8% | +30.0% | -77.8% | -54.7% |
| 1Y | -67.2% | +56.6% | -123.8% | -74.2% |
| 3Y | +566.6% | +131.9% | +434.6% | +274.7% |
| All | +333.6% | +39.2% | +294.4% | +157.7% |
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