-14.8%
IREN vs CHRW
+55.8%
-70.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.7% | +1.9% | +4.6% |
| 7D | -4.0% | -0.1% | -3.9% | -3.9% |
| 30D | -40.1% | -4.3% | -35.8% | -39.6% |
| 3M | -47.6% | -7.4% | -40.2% | -46.9% |
| 6M | -62.2% | -20.7% | -41.5% | -61.1% |
| YTD | -44.8% | -15.9% | -29.0% | -45.8% |
| 1Y | -63.7% | -9.9% | -53.8% | -65.4% |
| 3Y | +604.1% | +79.0% | +525.1% | +337.8% |
| All | -14.8% | +55.8% | -70.6% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling