-25.7%
IREN vs CHRW
+56.7%
-82.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | -16.0% | +7.3% | -23.3% | -17.6% |
| 30D | -40.5% | -3.6% | -37.0% | -40.1% |
| 3M | -59.4% | -9.6% | -49.8% | -58.6% |
| 6M | -67.1% | -17.0% | -50.1% | -66.7% |
| YTD | -51.9% | -15.4% | -36.5% | -52.8% |
| 1Y | -62.7% | -10.0% | -52.7% | -64.4% |
| 3Y | +507.7% | +82.2% | +425.5% | +274.1% |
| All | -25.7% | +56.7% | -82.3% | -44.3% |
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