+78.5%
IREN vs CBRE
+33.2%
+45.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -2.9% |
| 7D | +4.8% | -7.2% | +12.0% | +10.7% |
| 30D | +9.8% | -6.4% | +16.2% | +14.2% |
| 3M | -15.3% | +2.9% | -18.2% | -20.1% |
| 6M | +14.5% | +2.5% | +12.0% | +7.6% |
| YTD | +15.5% | -14.2% | +29.7% | +23.8% |
| 1Y | +29.8% | -15.1% | +44.9% | +38.0% |
| 3Y | +834.5% | +61.9% | +772.6% | +376.9% |
| All | +78.5% | +33.2% | +45.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CBRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling