-25.7%
IREN vs CCEP
+152.9%
-178.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -7.3% |
| 7D | -16.0% | +2.1% | -18.1% | -16.8% |
| 30D | -40.5% | +10.6% | -51.1% | -44.0% |
| 3M | -59.4% | +10.3% | -69.7% | -62.0% |
| 6M | -67.1% | +31.1% | -98.1% | -72.4% |
| YTD | -51.9% | +32.1% | -84.0% | -60.3% |
| 1Y | -62.7% | +32.8% | -95.5% | -69.4% |
| 3Y | +507.7% | +111.3% | +396.4% | +196.4% |
| All | -25.7% | +152.9% | -178.6% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling