-25.7%
IREN vs CBRE
+28.5%
-54.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.2% | -7.0% |
| 7D | -16.0% | -1.8% | -14.3% | -14.8% |
| 30D | -40.5% | +3.3% | -43.8% | -42.7% |
| 3M | -59.4% | -12.4% | -47.0% | -56.1% |
| 6M | -67.1% | -5.4% | -61.7% | -67.4% |
| YTD | -51.9% | -17.2% | -34.7% | -47.7% |
| 1Y | -62.7% | -13.1% | -49.6% | -61.3% |
| 3Y | +507.7% | +81.6% | +426.1% | +164.5% |
| All | -25.7% | +28.5% | -54.2% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling