+71.0%
IREN vs CFG
+40.4%
+30.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.3% | +7.3% |
| 7D | +26.0% | +1.5% | +24.5% | +24.7% |
| 30D | +14.9% | -3.8% | +18.7% | +18.0% |
| 3M | -27.8% | +11.5% | -39.3% | -34.3% |
| 6M | +1.9% | +19.2% | -17.3% | -11.7% |
| YTD | +18.3% | +23.7% | -5.4% | -2.2% |
| 1Y | +71.0% | +38.8% | +32.1% | +28.7% |
| All | +71.0% | +40.4% | +30.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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