+78.5%
IREN vs CDE
+195.5%
-117.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -2.6% |
| 7D | +4.8% | -6.1% | +10.8% | +7.2% |
| 30D | +9.8% | +9.5% | +0.3% | +5.9% |
| 3M | -15.3% | +32.0% | -47.3% | -24.7% |
| 6M | +14.5% | -12.8% | +27.3% | +18.3% |
| YTD | +15.5% | +14.2% | +1.3% | +8.0% |
| 1Y | +29.8% | +36.3% | -6.5% | +9.9% |
| 3Y | +834.5% | +821.4% | +13.1% | +251.0% |
| All | +78.5% | +195.5% | -117.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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