-12.4%
IREN vs CCL
+45.2%
-57.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -3.6% |
| 7D | -2.8% | +3.1% | -5.8% | -5.0% |
| 30D | -39.2% | +17.5% | -56.7% | -45.2% |
| 3M | -48.1% | +6.8% | -54.9% | -50.9% |
| 6M | -65.0% | +18.7% | -83.7% | -69.1% |
| YTD | -43.3% | +3.0% | -46.3% | -47.0% |
| 1Y | -65.7% | +17.7% | -83.4% | -70.9% |
| 3Y | +620.9% | +155.6% | +465.3% | +267.7% |
| All | -12.4% | +45.2% | -57.6% | -45.9% |
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