+299.3%
IREN vs CART
+40.2%
+259.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -7.0% |
| 7D | -16.0% | +1.3% | -17.3% | -16.4% |
| 30D | -40.5% | +19.2% | -59.7% | -44.6% |
| 3M | -59.4% | +17.6% | -77.0% | -62.2% |
| 6M | -67.1% | +47.4% | -114.4% | -72.5% |
| YTD | -51.9% | +30.9% | -82.8% | -58.4% |
| 1Y | -62.7% | +46.0% | -108.6% | -69.4% |
| 3Y | +507.7% | +130.3% | +377.4% | +242.6% |
| All | +299.3% | +40.2% | +259.2% | +136.7% |
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