+286.5%
IREN vs CEG
+717.3%
-430.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.9% | +2.4% | +4.9% |
| 7D | +26.0% | +8.0% | +18.0% | +21.4% |
| 30D | +14.9% | +12.9% | +2.0% | +8.6% |
| 3M | -27.8% | +13.2% | -40.9% | -31.3% |
| 6M | +1.9% | -7.0% | +8.9% | +4.9% |
| YTD | +18.3% | -15.0% | +33.3% | +25.5% |
| 1Y | +71.0% | -2.7% | +73.7% | +72.7% |
| 3Y | +882.0% | +184.1% | +697.9% | +592.6% |
| All | +286.5% | +717.3% | -430.8% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling