-12.4%
IREN vs CPRT
-18.1%
+5.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -2.0% |
| 7D | -2.8% | +1.6% | -4.4% | -4.5% |
| 30D | -39.2% | +18.8% | -57.9% | -46.9% |
| 3M | -48.1% | +9.4% | -57.5% | -52.8% |
| 6M | -65.0% | -4.4% | -60.6% | -65.7% |
| YTD | -43.3% | -17.1% | -26.2% | -38.3% |
| 1Y | -65.7% | -19.9% | -45.8% | -61.8% |
| 3Y | +620.9% | -30.5% | +651.4% | +790.1% |
| All | -12.4% | -18.1% | +5.6% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling