-20.3%
IREN vs CPRT
-19.2%
-1.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.2% |
| 7D | +8.0% | -1.5% | +9.5% | +8.8% |
| 30D | -44.0% | +21.4% | -65.4% | -51.9% |
| 3M | -55.4% | +10.4% | -65.8% | -59.8% |
| 6M | -65.6% | -4.3% | -61.3% | -66.5% |
| YTD | -48.4% | -18.3% | -30.2% | -43.4% |
| 1Y | -65.0% | -22.5% | -42.5% | -59.9% |
| 3Y | +558.1% | -34.3% | +592.4% | +765.6% |
| All | -20.3% | -19.2% | -1.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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