+948.6%
IREN vs CHTR
-65.7%
+1,014.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | 0.0% |
| 7D | -1.9% | -4.1% | +2.2% | -1.4% |
| 30D | +0.4% | -3.0% | +3.3% | +0.5% |
| 3M | -22.7% | +4.8% | -27.5% | -24.2% |
| 6M | +4.4% | -35.0% | +39.4% | +11.5% |
| YTD | +16.0% | -30.2% | +46.2% | +20.8% |
| 1Y | +33.4% | -44.8% | +78.2% | +50.8% |
| 3Y | +948.6% | -66.6% | +1,015.1% | +1,518.5% |
| All | +948.6% | -65.7% | +1,014.2% | +1,518.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 3y: compounded portfolio wealth divided by compounded CHTR 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…
3y analysis · Full analysis span regression · 6 months rolling