+85.6%
IREN vs CHRW
+75.3%
+10.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.4% |
| 7D | +14.6% | +4.1% | +10.5% | +13.3% |
| 30D | +17.1% | +1.9% | +15.2% | +16.3% |
| 3M | -16.0% | -21.2% | +5.1% | -11.0% |
| 6M | +16.8% | -16.7% | +33.5% | +19.6% |
| YTD | +20.1% | -5.4% | +25.5% | +15.0% |
| 1Y | +50.3% | +21.2% | +29.1% | +26.4% |
| 3Y | +871.5% | +86.5% | +785.1% | +524.6% |
| All | +85.6% | +75.3% | +10.3% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling