+79.3%
IREN vs CRS
+1,350.6%
-1,271.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +1.1% |
| 7D | -1.9% | -6.8% | +4.9% | +2.1% |
| 30D | +0.4% | -16.1% | +16.5% | +11.3% |
| 3M | -22.7% | -21.2% | -1.5% | -11.3% |
| 6M | +4.4% | +8.7% | -4.3% | -0.9% |
| YTD | +16.0% | +41.0% | -24.9% | -6.1% |
| 1Y | +33.4% | +82.7% | -49.2% | -9.5% |
| 3Y | +948.6% | +604.8% | +343.8% | +210.0% |
| All | +79.3% | +1,350.6% | -1,271.4% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling