+85.6%
IREN vs COF
+49.2%
+36.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.1% |
| 7D | +14.6% | -2.7% | +17.2% | +17.2% |
| 30D | +17.1% | -3.4% | +20.5% | +20.4% |
| 3M | -16.0% | +15.4% | -31.4% | -27.3% |
| 6M | +16.8% | +14.4% | +2.4% | +1.8% |
| YTD | +20.1% | -12.0% | +32.1% | +29.2% |
| 1Y | +50.3% | -3.7% | +54.0% | +47.5% |
| 3Y | +871.5% | +121.1% | +750.5% | +339.2% |
| All | +85.6% | +49.2% | +36.3% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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