+91.9%
IREN vs CASY
+284.4%
-192.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +6.1% |
| 7D | +27.5% | -4.4% | +31.8% | +29.4% |
| 30D | +13.8% | -12.0% | +25.9% | +18.8% |
| 3M | -20.7% | -2.3% | -18.4% | -22.1% |
| 6M | +27.9% | +10.5% | +17.3% | +17.1% |
| YTD | +24.3% | +33.0% | -8.8% | +4.2% |
| 1Y | +79.2% | +41.1% | +38.1% | +45.1% |
| 3Y | +904.9% | +207.5% | +697.4% | +461.4% |
| All | +91.9% | +284.4% | -192.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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