-19.3%
IREN vs COR
+198.2%
-217.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.9% | -8.7% | -7.7% |
| 7D | -19.3% | +2.4% | -21.7% | -18.8% |
| 30D | -43.9% | +7.7% | -51.6% | -42.9% |
| 3M | -49.1% | +7.5% | -56.6% | -48.0% |
| 6M | -67.8% | +34.1% | -101.9% | -66.4% |
| YTD | -47.8% | +3.9% | -51.6% | -44.8% |
| 1Y | -67.2% | -3.6% | -63.6% | -65.4% |
| 3Y | +566.6% | +80.5% | +486.0% | +538.8% |
| All | -19.3% | +198.2% | -217.5% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling