+85.6%
IREN vs CSCO
+120.8%
-35.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.5% |
| 7D | +14.6% | 0.0% | +14.6% | +14.6% |
| 30D | +17.1% | -10.7% | +27.8% | +29.4% |
| 3M | -16.0% | -8.7% | -7.3% | -9.1% |
| 6M | +16.8% | +44.9% | -28.1% | -20.7% |
| YTD | +20.1% | +44.1% | -24.0% | -18.7% |
| 1Y | +50.3% | +65.9% | -15.6% | -13.4% |
| 3Y | +871.5% | +109.0% | +762.5% | +359.1% |
| All | +85.6% | +120.8% | -35.3% | -17.3% |
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