+597.0%
IREN vs CART
+135.4%
+461.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.4% |
| 7D | -4.0% | -0.6% | -3.4% | -3.6% |
| 30D | -40.1% | +23.1% | -63.2% | -44.9% |
| 3M | -47.6% | +19.2% | -66.8% | -51.5% |
| 6M | -62.2% | +45.7% | -107.9% | -68.2% |
| YTD | -44.8% | +30.9% | -75.7% | -52.1% |
| 1Y | -63.7% | +50.2% | -113.9% | -70.7% |
| All | +597.0% | +135.4% | +461.6% | +251.6% |
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