+78.5%
IREN vs CPRT
-22.4%
+100.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -0.9% |
| 7D | +4.8% | -8.4% | +13.2% | +11.5% |
| 30D | +9.8% | +4.6% | +5.2% | +5.3% |
| 3M | -15.3% | -1.9% | -13.3% | -17.3% |
| 6M | +14.5% | -15.3% | +29.8% | +26.4% |
| YTD | +15.5% | -21.5% | +37.0% | +33.6% |
| 1Y | +29.8% | -36.6% | +66.4% | +85.1% |
| 3Y | +834.5% | -31.2% | +865.7% | +1,078.2% |
| All | +78.5% | -22.4% | +100.8% | +49.3% |
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