+948.6%
IREN vs COHR
+805.6%
+143.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.7% | -1.8% |
| 7D | -1.9% | +8.3% | -10.2% | -6.0% |
| 30D | +0.4% | -14.1% | +14.5% | +7.9% |
| 3M | -22.7% | -16.0% | -6.7% | -17.9% |
| 6M | +4.4% | +21.5% | -17.1% | -10.1% |
| YTD | +16.0% | +65.4% | -49.4% | -16.5% |
| 1Y | +33.4% | +195.0% | -161.6% | -31.0% |
| 3Y | +948.6% | +830.2% | +118.4% | +110.3% |
| All | +948.6% | +805.6% | +143.0% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling