-19.3%
IREN vs CRL
-12.5%
-6.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.7% | -6.7% |
| 7D | -19.3% | -1.7% | -17.6% | -17.8% |
| 30D | -43.9% | +14.6% | -58.5% | -47.2% |
| 3M | -49.1% | +24.8% | -73.9% | -54.3% |
| 6M | -67.8% | +94.7% | -162.4% | -78.1% |
| YTD | -47.8% | +73.4% | -121.1% | -62.8% |
| 1Y | -67.2% | +104.7% | -171.9% | -79.0% |
| 3Y | +566.6% | +101.1% | +465.5% | +296.5% |
| All | -19.3% | -12.5% | -6.8% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling