-20.3%
IREN vs COR
+198.8%
-219.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.6% |
| 7D | +8.0% | +2.9% | +5.2% | +8.8% |
| 30D | -44.0% | +5.8% | -49.9% | -43.2% |
| 3M | -55.4% | +11.4% | -66.8% | -54.2% |
| 6M | -65.6% | +34.5% | -100.0% | -64.1% |
| YTD | -48.4% | +4.1% | -52.5% | -45.5% |
| 1Y | -65.0% | -3.1% | -61.9% | -63.1% |
| 3Y | +558.1% | +80.9% | +477.2% | +530.9% |
| All | -20.3% | +198.8% | -219.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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