-19.3%
IREN vs CNP
+74.6%
-94.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.1% | -8.9% | -8.2% |
| 7D | -19.3% | -3.0% | -16.3% | -18.5% |
| 30D | -43.9% | +6.8% | -50.8% | -44.9% |
| 3M | -49.1% | +3.6% | -52.7% | -49.5% |
| 6M | -67.8% | 0.0% | -67.7% | -68.0% |
| YTD | -47.8% | +9.4% | -57.2% | -50.3% |
| 1Y | -67.2% | +6.8% | -74.0% | -68.5% |
| 3Y | +566.6% | +64.2% | +502.4% | +425.3% |
| All | -19.3% | +74.6% | -94.0% | -34.5% |
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