-19.3%
IREN vs CSCO
+98.8%
-118.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.4% |
| 7D | -19.3% | -4.7% | -14.7% | -15.3% |
| 30D | -43.9% | -17.1% | -26.8% | -32.5% |
| 3M | -49.1% | -19.6% | -29.5% | -37.6% |
| 6M | -67.8% | +2.4% | -70.2% | -68.9% |
| YTD | -47.8% | +29.8% | -77.5% | -60.8% |
| 1Y | -67.2% | +38.7% | -105.9% | -77.3% |
| 3Y | +566.6% | +101.3% | +465.2% | +226.9% |
| All | -19.3% | +98.8% | -118.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 10y: compounded portfolio wealth divided by compounded CSCO 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…
10y analysis · Full analysis span regression · 6 months rolling