+79.3%
IREN vs CRH
+100.5%
-21.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.5% |
| 7D | -1.9% | -6.1% | +4.2% | +3.5% |
| 30D | +0.4% | -9.3% | +9.6% | +9.0% |
| 3M | -22.7% | -15.2% | -7.5% | -12.8% |
| 6M | +4.4% | -14.2% | +18.6% | +16.8% |
| YTD | +16.0% | -28.3% | +44.3% | +53.3% |
| 1Y | +33.4% | -21.8% | +55.2% | +62.0% |
| 3Y | +948.6% | +71.6% | +876.9% | +472.3% |
| All | +79.3% | +100.5% | -21.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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