+85.6%
IREN vs CCL
+6.4%
+79.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.0% |
| 7D | +14.6% | -4.4% | +19.0% | +17.7% |
| 30D | +17.1% | -18.2% | +35.3% | +32.3% |
| 3M | -16.0% | -17.7% | +1.7% | -6.1% |
| 6M | +16.8% | -13.0% | +29.8% | +25.5% |
| YTD | +20.1% | -24.5% | +44.6% | +37.9% |
| 1Y | +50.3% | -26.9% | +77.2% | +72.0% |
| 3Y | +871.5% | +50.8% | +820.8% | +595.0% |
| All | +85.6% | +6.4% | +79.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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