+904.9%
IREN vs CG
+56.8%
+848.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +7.0% |
| 7D | +27.5% | -1.3% | +28.7% | +28.7% |
| 30D | +13.8% | -3.2% | +17.0% | +16.2% |
| 3M | -20.7% | +6.2% | -26.9% | -26.4% |
| 6M | +27.9% | -4.7% | +32.5% | +31.3% |
| YTD | +24.3% | -20.6% | +44.9% | +50.5% |
| 1Y | +79.2% | -26.4% | +105.6% | +128.5% |
| 3Y | +904.9% | +55.4% | +849.5% | +430.1% |
| All | +904.9% | +56.8% | +848.1% | +430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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