-25.7%
IREN vs CSGP
-63.0%
+37.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.6% | -7.8% |
| 7D | -16.0% | +1.3% | -17.4% | -16.5% |
| 30D | -40.5% | +2.8% | -43.4% | -43.3% |
| 3M | -59.4% | -6.3% | -53.1% | -60.1% |
| 6M | -67.1% | -3.2% | -63.9% | -69.4% |
| YTD | -51.9% | -54.0% | +2.1% | -29.6% |
| 1Y | -62.7% | -54.8% | -7.8% | -44.6% |
| 3Y | +507.7% | -60.6% | +568.3% | +811.2% |
| All | -25.7% | -63.0% | +37.3% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling