+623.3%
IREN vs CSCO
+103.7%
+519.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -5.9% |
| 7D | -2.8% | -2.9% | +0.1% | +0.5% |
| 30D | -39.2% | -16.7% | -22.5% | -27.2% |
| 3M | -48.1% | -18.4% | -29.6% | -37.3% |
| 6M | -65.0% | +2.9% | -67.9% | -66.4% |
| YTD | -43.3% | +30.4% | -73.8% | -58.6% |
| 1Y | -65.7% | +41.4% | -107.1% | -77.6% |
| All | +623.3% | +103.7% | +519.6% | +233.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling