+985.4%
IREN vs CRS
+636.8%
+348.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +14.6% | -0.5% | +15.1% | +14.8% |
| 30D | +17.1% | -18.1% | +35.2% | +31.3% |
| 3M | -16.0% | -12.4% | -3.6% | -9.1% |
| 6M | +16.8% | +15.9% | +0.9% | +7.0% |
| YTD | +20.1% | +45.8% | -25.7% | -4.2% |
| 1Y | +50.3% | +87.8% | -37.5% | +1.3% |
| All | +985.4% | +636.8% | +348.6% | +208.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling