+70.7%
IREN vs CEG
+632.0%
-561.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.0% | -4.8% | -6.3% |
| 7D | -19.3% | +1.7% | -21.0% | -19.7% |
| 30D | -43.9% | -10.2% | -33.8% | -40.4% |
| 3M | -49.1% | -0.8% | -48.2% | -48.6% |
| 6M | -67.8% | -11.5% | -56.2% | -65.6% |
| YTD | -47.8% | -23.9% | -23.9% | -41.4% |
| 1Y | -67.2% | -25.4% | -41.8% | -62.8% |
| 3Y | +566.6% | +124.2% | +442.4% | +421.4% |
| All | +70.7% | +632.0% | -561.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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