+91.9%
IREN vs CRS
+1,401.0%
-1,309.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.6% | +7.1% |
| 7D | +27.5% | -3.1% | +30.5% | +29.5% |
| 30D | +13.8% | -19.6% | +33.4% | +29.1% |
| 3M | -20.7% | -8.1% | -12.6% | -17.1% |
| 6M | +27.9% | +18.6% | +9.3% | +15.4% |
| YTD | +24.3% | +45.9% | -21.6% | -1.5% |
| 1Y | +79.2% | +82.5% | -3.3% | +21.5% |
| 3Y | +904.9% | +648.9% | +256.0% | +186.0% |
| All | +91.9% | +1,401.0% | -1,309.0% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling