+904.9%
IREN vs CPRT
-27.3%
+932.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.3% | +8.4% | +6.3% |
| 7D | +27.5% | +0.4% | +27.1% | +27.1% |
| 30D | +13.8% | +9.9% | +3.9% | +9.4% |
| 3M | -20.7% | +5.6% | -26.4% | -23.6% |
| 6M | +27.9% | -13.6% | +41.5% | +40.7% |
| YTD | +24.3% | -16.7% | +41.0% | +37.9% |
| 1Y | +79.2% | -33.1% | +112.3% | +141.3% |
| 3Y | +904.9% | -27.1% | +932.0% | +949.7% |
| All | +904.9% | -27.3% | +932.3% | +949.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling