+370.5%
IREN vs CART
+39.2%
+331.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.3% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | -39.2% | +22.4% | -61.6% | -44.0% |
| 3M | -48.1% | +16.5% | -64.6% | -51.6% |
| 6M | -65.0% | +44.9% | -109.9% | -70.6% |
| YTD | -43.3% | +30.0% | -73.3% | -50.8% |
| 1Y | -65.7% | +59.1% | -124.8% | -73.3% |
| 3Y | +620.9% | +138.8% | +482.1% | +300.7% |
| All | +370.5% | +39.2% | +331.4% | +179.7% |
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