+375.6%
IREN vs CART
+38.4%
+337.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.6% | +19.5% | +19.8% |
| 7D | -9.6% | +3.0% | -12.6% | -10.5% |
| 30D | -44.1% | +28.6% | -72.6% | -49.5% |
| 3M | -42.9% | +29.1% | -72.0% | -49.0% |
| 6M | -64.5% | +44.7% | -109.2% | -70.1% |
| YTD | -42.7% | +29.2% | -71.9% | -50.2% |
| 1Y | -67.7% | +66.2% | -133.8% | -75.5% |
| 3Y | +547.9% | +112.8% | +435.1% | +276.5% |
| All | +375.6% | +38.4% | +337.2% | +183.3% |
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 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