-20.3%
IREN vs CG
-22.3%
+1.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -2.8% |
| 7D | +8.0% | -1.5% | +9.5% | +9.0% |
| 30D | -44.0% | +5.7% | -49.7% | -47.4% |
| 3M | -55.4% | -17.9% | -37.5% | -48.1% |
| 6M | -65.6% | -20.2% | -45.4% | -59.2% |
| YTD | -48.4% | -32.0% | -16.4% | -29.6% |
| 1Y | -65.0% | -27.0% | -38.0% | -55.3% |
| 3Y | +558.1% | +42.8% | +515.3% | +333.7% |
| All | -20.3% | -22.3% | +1.9% | -20.5% |
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