+566.6%
IREN vs COR
+82.2%
+484.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.9% | -8.7% | -7.4% |
| 7D | -19.3% | +2.4% | -21.7% | -18.1% |
| 30D | -43.9% | +7.7% | -51.6% | -41.4% |
| 3M | -49.1% | +7.5% | -56.6% | -46.6% |
| 6M | -67.8% | +34.1% | -101.9% | -63.0% |
| YTD | -47.8% | +3.9% | -51.6% | -42.1% |
| 1Y | -67.2% | -3.6% | -63.6% | -64.8% |
| 3Y | +566.6% | +80.5% | +486.0% | +920.2% |
| All | +566.6% | +82.2% | +484.4% | +920.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling