+82.7%
IREN vs CRL
-27.0%
+109.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +8.9% | +8.2% |
| 7D | +26.0% | -1.0% | +27.1% | +26.7% |
| 30D | +14.9% | +10.7% | +4.2% | +8.9% |
| 3M | -27.8% | +55.3% | -83.1% | -44.7% |
| 6M | +1.9% | +60.7% | -58.7% | -24.7% |
| YTD | +18.3% | +44.6% | -26.3% | -8.1% |
| 1Y | +71.0% | +77.7% | -6.8% | +13.3% |
| 3Y | +882.0% | +37.6% | +844.3% | +648.2% |
| All | +82.7% | -27.0% | +109.7% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling