+78.5%
IREN vs CRL
-30.9%
+109.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -2.8% |
| 7D | +4.8% | -6.9% | +11.7% | +8.7% |
| 30D | +9.8% | -3.2% | +13.0% | +11.8% |
| 3M | -15.3% | +46.5% | -61.8% | -33.3% |
| 6M | +14.5% | +63.1% | -48.6% | -16.5% |
| YTD | +15.5% | +36.9% | -21.3% | -7.6% |
| 1Y | +29.8% | +78.1% | -48.4% | -14.4% |
| 3Y | +834.5% | +36.7% | +797.8% | +607.2% |
| All | +78.5% | -30.9% | +109.4% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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