-14.8%
IREN vs CG
-18.8%
+4.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.0% | +6.8% |
| 7D | -4.0% | -3.8% | -0.2% | -0.4% |
| 30D | -40.1% | +7.5% | -47.6% | -44.6% |
| 3M | -47.6% | -14.4% | -33.2% | -41.2% |
| 6M | -62.2% | -15.7% | -46.6% | -57.5% |
| YTD | -44.8% | -29.0% | -15.9% | -27.6% |
| 1Y | -63.7% | -22.1% | -41.6% | -56.2% |
| 3Y | +604.1% | +49.1% | +554.9% | +346.1% |
| All | -14.8% | -18.8% | +4.0% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling