-67.4%
IREN vs CBOE
+39.5%
-106.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.3% | -11.5% | -11.1% |
| 7D | -24.7% | +7.7% | -32.5% | -21.9% |
| 30D | -46.4% | +24.4% | -70.8% | -41.2% |
| 3M | -46.9% | +20.0% | -66.9% | -42.5% |
| 6M | -56.1% | +2.4% | -58.5% | -53.1% |
| YTD | -42.5% | +38.5% | -81.1% | -49.3% |
| 1Y | -67.4% | +39.0% | -106.4% | -71.2% |
| All | -67.4% | +39.5% | -106.9% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling