+551.5%
IREN vs CBRE
+81.9%
+469.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.9% |
| 7D | +8.0% | -2.8% | +10.8% | +9.4% |
| 30D | -44.0% | +2.2% | -46.2% | -44.8% |
| 3M | -55.4% | -10.1% | -45.3% | -53.6% |
| 6M | -65.6% | -8.0% | -57.6% | -65.0% |
| YTD | -48.4% | -17.6% | -30.9% | -44.9% |
| 1Y | -65.0% | -14.7% | -50.3% | -63.4% |
| All | +551.5% | +81.9% | +469.6% | +286.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling