+82.7%
IREN vs CBRE
+42.8%
+40.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.7% |
| 7D | +26.0% | -2.0% | +28.0% | +27.6% |
| 30D | +14.9% | -2.2% | +17.1% | +16.0% |
| 3M | -27.8% | +12.9% | -40.7% | -36.7% |
| 6M | +1.9% | +4.3% | -2.4% | -4.6% |
| YTD | +18.3% | -8.0% | +26.3% | +20.5% |
| 1Y | +71.0% | -8.6% | +79.6% | +71.7% |
| 3Y | +882.0% | +71.9% | +810.1% | +381.4% |
| All | +82.7% | +42.8% | +40.0% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling