-25.7%
IREN vs CRS
+854.9%
-880.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -4.1% | -5.2% |
| 7D | -16.0% | +4.8% | -20.8% | -18.4% |
| 30D | -40.5% | -23.2% | -17.4% | -31.5% |
| 3M | -59.4% | -45.5% | -13.9% | -42.8% |
| 6M | -67.1% | -33.1% | -34.0% | -58.7% |
| YTD | -51.9% | -7.2% | -44.7% | -50.9% |
| 1Y | -62.7% | -10.0% | -52.6% | -61.2% |
| 3Y | +507.7% | +332.3% | +175.4% | +136.4% |
| All | -25.7% | +854.9% | -880.6% | -82.7% |
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