+80.3%
IREN vs CEG
+651.0%
-570.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +4.3% |
| 7D | -4.0% | +11.8% | -15.8% | -9.1% |
| 30D | -40.1% | -6.5% | -33.6% | -37.5% |
| 3M | -47.6% | -1.2% | -46.4% | -47.0% |
| 6M | -62.2% | -8.0% | -54.2% | -60.4% |
| YTD | -44.8% | -21.9% | -22.9% | -38.8% |
| 1Y | -63.7% | -21.4% | -42.2% | -59.8% |
| 3Y | +604.1% | +130.0% | +474.1% | +443.7% |
| All | +80.3% | +651.0% | -570.8% | +23.7% |
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