+91.9%
IREN vs CSX
+49.3%
+42.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.9% | +5.7% |
| 7D | +27.5% | +0.6% | +26.8% | +26.9% |
| 30D | +13.8% | -2.3% | +16.1% | +15.8% |
| 3M | -20.7% | +4.3% | -25.0% | -24.5% |
| 6M | +27.9% | +23.4% | +4.5% | +7.0% |
| YTD | +24.3% | +36.4% | -12.2% | -3.8% |
| 1Y | +79.2% | +53.0% | +26.2% | +26.7% |
| 3Y | +904.9% | +70.6% | +834.3% | +534.0% |
| All | +91.9% | +49.3% | +42.6% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling