+82.7%
IREN vs CASY
+296.2%
-213.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.4% |
| 7D | +26.0% | +0.1% | +26.0% | +25.9% |
| 30D | +14.9% | -11.3% | +26.2% | +19.7% |
| 3M | -27.8% | -0.6% | -27.1% | -29.4% |
| 6M | +1.9% | +10.7% | -8.8% | -6.2% |
| YTD | +18.3% | +37.1% | -18.8% | -1.8% |
| 1Y | +71.0% | +52.3% | +18.7% | +33.9% |
| 3Y | +882.0% | +215.2% | +666.8% | +444.1% |
| All | +82.7% | +296.2% | -213.5% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling