+863.3%
IREN vs CART
+16.0%
+847.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -0.8% |
| 7D | -1.9% | -4.6% | +2.7% | -0.3% |
| 30D | +0.4% | +0.6% | -0.2% | -0.3% |
| 3M | -22.7% | +16.3% | -39.0% | -28.2% |
| 6M | +4.4% | +32.1% | -27.7% | -9.9% |
| YTD | +16.0% | +8.3% | +7.7% | +8.7% |
| 1Y | +33.4% | +6.1% | +27.3% | +24.4% |
| All | +863.3% | +16.0% | +847.3% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling