-20.3%
IREN vs CP
+27.4%
-47.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -7.1% |
| 7D | +8.0% | +0.9% | +7.1% | +7.1% |
| 30D | -44.0% | +10.3% | -54.4% | -48.4% |
| 3M | -55.4% | +2.3% | -57.7% | -56.6% |
| 6M | -65.6% | +10.7% | -76.3% | -68.8% |
| YTD | -48.4% | +29.3% | -77.7% | -58.7% |
| 1Y | -65.0% | +31.5% | -96.5% | -72.3% |
| 3Y | +558.1% | +36.7% | +521.4% | +418.1% |
| All | -20.3% | +27.4% | -47.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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