-25.7%
IREN vs CNP
+74.4%
-100.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.9% |
| 7D | -16.0% | +1.3% | -17.3% | -16.4% |
| 30D | -40.5% | +3.8% | -44.3% | -41.1% |
| 3M | -59.4% | +2.4% | -61.8% | -59.7% |
| 6M | -67.1% | -1.2% | -65.9% | -67.2% |
| YTD | -51.9% | +9.3% | -61.2% | -54.2% |
| 1Y | -62.7% | +6.4% | -69.1% | -64.1% |
| 3Y | +507.7% | +66.4% | +441.3% | +375.8% |
| All | -25.7% | +74.4% | -100.1% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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