+82.7%
IREN vs CG
-7.2%
+90.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +8.7% |
| 7D | +26.0% | -4.3% | +30.4% | +30.9% |
| 30D | +14.9% | -5.1% | +20.0% | +19.5% |
| 3M | -27.8% | +8.7% | -36.4% | -34.3% |
| 6M | +1.9% | -9.2% | +11.1% | +9.9% |
| YTD | +18.3% | -18.9% | +37.2% | +40.3% |
| 1Y | +71.0% | -25.6% | +96.6% | +115.8% |
| 3Y | +882.0% | +57.3% | +824.7% | +508.0% |
| All | +82.7% | -7.2% | +90.0% | +58.5% |
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