-67.2%
IREN vs CSGP
-55.1%
-12.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -4.9% | -8.8% |
| 7D | -19.3% | -3.2% | -16.2% | -20.0% |
| 30D | -43.9% | +2.2% | -46.2% | -43.0% |
| 3M | -49.1% | -3.7% | -45.4% | -48.4% |
| 6M | -67.8% | -7.4% | -60.3% | -66.9% |
| YTD | -47.8% | -54.9% | +7.1% | -36.5% |
| 1Y | -67.2% | -54.9% | -12.3% | -59.4% |
| All | -67.2% | -55.1% | -12.1% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling