+82.7%
IREN vs CSGP
-63.1%
+145.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.4% | +9.7% | +8.5% |
| 7D | +26.0% | -4.1% | +30.1% | +28.4% |
| 30D | +14.9% | +2.3% | +12.6% | +12.1% |
| 3M | -27.8% | -8.2% | -19.6% | -27.1% |
| 6M | +1.9% | -35.1% | +37.0% | +25.9% |
| YTD | +18.3% | -54.0% | +72.3% | +80.9% |
| 1Y | +71.0% | -65.3% | +136.3% | +217.7% |
| 3Y | +882.0% | -62.6% | +944.5% | +1,512.8% |
| All | +82.7% | -63.1% | +145.8% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling