-20.3%
IREN vs CCL
+38.3%
-58.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.4% | -2.2% | -3.9% |
| 7D | +8.0% | -0.3% | +8.4% | +8.3% |
| 30D | -44.0% | +10.3% | -54.3% | -47.6% |
| 3M | -55.4% | +6.6% | -62.0% | -57.8% |
| 6M | -65.6% | +20.0% | -85.6% | -69.8% |
| YTD | -48.4% | -1.9% | -46.5% | -50.3% |
| 1Y | -65.0% | +10.4% | -75.5% | -69.1% |
| 3Y | +558.1% | +134.8% | +423.3% | +253.8% |
| All | -20.3% | +38.3% | -58.6% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling