-26.3%
IREN vs CSGP
-61.7%
+35.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -1.6% | -15.3% | -16.3% |
| 7D | -31.3% | +13.9% | -45.2% | -35.4% |
| 30D | -56.3% | +16.0% | -72.3% | -60.6% |
| 3M | -53.6% | +6.1% | -59.7% | -57.1% |
| 6M | -67.1% | -8.2% | -58.9% | -68.2% |
| YTD | -52.3% | -52.3% | +0.1% | -30.7% |
| 1Y | -76.4% | -54.5% | -21.9% | -64.5% |
| 3Y | +416.6% | -58.6% | +475.2% | +656.1% |
| All | -26.3% | -61.7% | +35.4% | +19.9% |
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