+91.9%
IREN vs CP
+22.5%
+69.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.4% |
| 7D | +27.5% | +2.4% | +25.0% | +25.3% |
| 30D | +13.8% | -0.5% | +14.4% | +14.2% |
| 3M | -20.7% | +1.4% | -22.1% | -22.8% |
| 6M | +27.9% | +10.3% | +17.6% | +17.5% |
| YTD | +24.3% | +24.3% | 0.0% | +3.4% |
| 1Y | +79.2% | +20.4% | +58.7% | +52.1% |
| 3Y | +904.9% | +21.8% | +883.1% | +762.1% |
| All | +91.9% | +22.5% | +69.5% | +65.3% |
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