-11.5%
IREN vs CSGP
-63.5%
+52.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -4.7% | +24.7% | +21.8% |
| 7D | -9.6% | +1.3% | -10.9% | -10.9% |
| 30D | -44.1% | +10.7% | -54.8% | -48.9% |
| 3M | -42.9% | +3.3% | -46.2% | -47.0% |
| 6M | -64.5% | -10.3% | -54.2% | -65.7% |
| YTD | -42.7% | -54.6% | +11.9% | -15.7% |
| 1Y | -67.7% | -54.6% | -13.0% | -52.5% |
| 3Y | +547.9% | -60.3% | +608.2% | +857.7% |
| All | -11.5% | -63.5% | +52.0% | +46.0% |
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