+439.8%
IREN vs CART
+111.7%
+328.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -2.4% | -14.5% | -16.0% |
| 7D | -31.3% | +1.2% | -32.5% | -31.5% |
| 30D | -56.3% | +27.1% | -83.4% | -60.4% |
| 3M | -53.6% | +27.4% | -81.1% | -58.3% |
| 6M | -67.1% | +32.1% | -99.2% | -71.3% |
| YTD | -52.3% | +28.5% | -80.7% | -58.4% |
| 1Y | -76.4% | +58.8% | -135.2% | -81.7% |
| All | +439.8% | +111.7% | +328.1% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling