-67.4%
IREN vs COHR
+54.9%
-122.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -6.0% | -5.3% | -8.0% |
| 7D | -24.7% | -18.6% | -6.1% | -15.5% |
| 30D | -46.4% | -41.5% | -4.8% | -28.5% |
| 3M | -46.9% | -39.7% | -7.1% | -32.0% |
| 6M | -56.1% | -40.9% | -15.3% | -45.1% |
| YTD | -42.5% | +5.7% | -48.2% | -44.9% |
| 1Y | -67.4% | +51.6% | -119.0% | -72.0% |
| All | -67.4% | +54.9% | -122.3% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 1y: compounded portfolio wealth divided by compounded COHR 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…
1y analysis · Full analysis span regression · 6 months rolling