-62.6%
IREN vs CFG
+28.5%
-91.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.8% | +5.2% |
| 7D | -4.0% | -0.8% | -3.2% | -3.3% |
| 30D | -40.1% | +3.1% | -43.2% | -40.9% |
| 3M | -47.6% | -9.7% | -37.9% | -44.5% |
| 6M | -62.2% | +6.7% | -68.9% | -64.7% |
| YTD | -44.8% | +15.2% | -60.0% | -51.4% |
| All | -62.6% | +28.5% | -91.0% | -67.8% |
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