+91.9%
IREN vs CBOE
+135.9%
-44.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +4.8% |
| 7D | +27.5% | -4.6% | +32.1% | +26.6% |
| 30D | +13.8% | +2.6% | +11.2% | +14.3% |
| 3M | -20.7% | +4.9% | -25.6% | -20.1% |
| 6M | +27.9% | -2.2% | +30.0% | +28.3% |
| YTD | +24.3% | +17.7% | +6.5% | +25.2% |
| 1Y | +79.2% | +26.1% | +53.1% | +81.4% |
| 3Y | +904.9% | +97.1% | +807.8% | +784.1% |
| All | +91.9% | +135.9% | -44.0% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling