+79.3%
IREN vs CBOE
+126.0%
-46.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.1% |
| 7D | -1.9% | -5.8% | +3.9% | -2.8% |
| 30D | +0.4% | -3.1% | +3.5% | -0.1% |
| 3M | -22.7% | -4.8% | -18.0% | -22.9% |
| 6M | +4.4% | -0.6% | +5.0% | +4.3% |
| YTD | +16.0% | +12.8% | +3.3% | +16.2% |
| 1Y | +33.4% | +19.8% | +13.7% | +34.1% |
| 3Y | +948.6% | +86.9% | +861.6% | +821.7% |
| All | +79.3% | +126.0% | -46.8% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling