-25.7%
IREN vs COR
+207.6%
-233.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.0% | -9.7% | -6.1% |
| 7D | -16.0% | +7.8% | -23.9% | -14.6% |
| 30D | -40.5% | +7.0% | -47.5% | -39.5% |
| 3M | -59.4% | +16.3% | -75.7% | -58.0% |
| 6M | -67.1% | +41.3% | -108.4% | -65.4% |
| YTD | -51.9% | +7.1% | -59.0% | -48.8% |
| 1Y | -62.7% | -0.8% | -61.8% | -60.3% |
| 3Y | +507.7% | +85.0% | +422.7% | +488.1% |
| All | -25.7% | +207.6% | -233.3% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling