-12.4%
IREN vs CFG
+59.8%
-72.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -3.6% |
| 7D | -2.8% | +0.3% | -3.0% | -3.1% |
| 30D | -39.2% | +3.2% | -42.4% | -40.9% |
| 3M | -48.1% | -9.7% | -38.4% | -43.8% |
| 6M | -65.0% | +3.6% | -68.6% | -66.8% |
| YTD | -43.3% | +14.7% | -58.0% | -51.0% |
| 1Y | -65.7% | +29.6% | -95.2% | -73.5% |
| 3Y | +620.9% | +190.6% | +430.3% | +192.1% |
| All | -12.4% | +59.8% | -72.3% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling