+78.5%
IREN vs CBOE
+131.2%
-52.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -4.0% |
| 7D | +4.8% | -3.7% | +8.5% | +4.2% |
| 30D | +9.8% | +2.0% | +7.8% | +10.1% |
| 3M | -15.3% | -4.2% | -11.0% | -15.3% |
| 6M | +14.5% | +1.2% | +13.3% | +14.7% |
| YTD | +15.5% | +15.4% | +0.2% | +16.1% |
| 1Y | +29.8% | +23.5% | +6.3% | +31.0% |
| 3Y | +834.5% | +93.2% | +741.3% | +719.5% |
| All | +78.5% | +131.2% | -52.7% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling