+71.0%
IREN vs CRS
+102.1%
-31.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.5% |
| 7D | +26.0% | -0.2% | +26.3% | +26.1% |
| 30D | +14.9% | -16.6% | +31.5% | +24.9% |
| 3M | -27.8% | -3.5% | -24.3% | -25.7% |
| 6M | +1.9% | +15.4% | -13.5% | -2.7% |
| YTD | +18.3% | +51.2% | -32.9% | +6.2% |
| 1Y | +71.0% | +98.3% | -27.3% | +64.2% |
| All | +71.0% | +102.1% | -31.1% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling