-12.4%
IREN vs CSGP
-62.7%
+50.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.3% | -1.9% |
| 7D | -2.8% | -1.8% | -0.9% | -2.6% |
| 30D | -39.2% | +5.3% | -44.5% | -42.7% |
| 3M | -48.1% | +3.3% | -51.4% | -51.7% |
| 6M | -65.0% | -4.7% | -60.3% | -67.1% |
| YTD | -43.3% | -53.5% | +10.2% | -17.3% |
| 1Y | -65.7% | -53.7% | -11.9% | -49.9% |
| 3Y | +620.9% | -59.7% | +680.6% | +963.9% |
| All | -12.4% | -62.7% | +50.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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