+948.6%
IREN vs CELH
-60.2%
+1,008.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | -1.9% | -11.2% | +9.3% | +1.5% |
| 30D | +0.4% | -1.4% | +1.8% | +0.1% |
| 3M | -22.7% | -4.2% | -18.6% | -23.4% |
| 6M | +4.4% | -40.5% | +44.9% | +18.7% |
| YTD | +16.0% | -40.5% | +56.5% | +31.4% |
| 1Y | +33.4% | -53.0% | +86.4% | +61.7% |
| 3Y | +948.6% | -59.1% | +1,007.6% | +1,255.5% |
| All | +948.6% | -60.2% | +1,008.8% | +1,255.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling