-11.5%
IREN vs CI
+47.1%
-58.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.6% | +22.6% | +19.6% |
| 7D | -9.6% | -1.6% | -8.1% | -9.8% |
| 30D | -44.1% | +5.4% | -49.5% | -43.6% |
| 3M | -42.9% | +7.3% | -50.2% | -42.3% |
| 6M | -64.5% | +5.3% | -69.8% | -64.1% |
| YTD | -42.7% | +8.5% | -51.2% | -41.9% |
| 1Y | -67.7% | +17.1% | -84.8% | -67.1% |
| 3Y | +547.9% | +1.4% | +546.5% | +582.7% |
| All | -11.5% | +47.1% | -58.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 5y: compounded portfolio wealth divided by compounded CI 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…
5y analysis · Full analysis span regression · 6 months rolling