-67.4%
IREN vs CELH
-47.2%
-20.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +2.6% | -13.8% | -11.9% |
| 7D | -24.7% | +9.9% | -34.6% | -26.9% |
| 30D | -46.4% | +11.7% | -58.1% | -48.3% |
| 3M | -46.9% | +4.1% | -51.0% | -48.8% |
| 6M | -56.1% | -8.4% | -47.7% | -56.4% |
| YTD | -42.5% | -32.8% | -9.7% | -35.8% |
| 1Y | -67.4% | -48.4% | -19.0% | -60.0% |
| All | -67.4% | -47.2% | -20.2% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1y: compounded portfolio wealth divided by compounded CELH 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…
1y analysis · Full analysis span regression · 6 months rolling