-20.3%
IREN vs CAT
+220.8%
-241.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -7.1% |
| 7D | +8.0% | +9.3% | -1.3% | -0.8% |
| 30D | -44.0% | -21.5% | -22.5% | -28.9% |
| 3M | -55.4% | -29.1% | -26.3% | -37.9% |
| 6M | -65.6% | -33.4% | -32.2% | -49.2% |
| YTD | -48.4% | +6.6% | -55.0% | -48.2% |
| 1Y | -65.0% | +6.5% | -71.6% | -64.8% |
| 3Y | +558.1% | +162.7% | +395.4% | +230.8% |
| All | -20.3% | +220.8% | -241.1% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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