-42.9%
IREN vs CSX
-4.4%
-38.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -3.4% | +23.4% | +16.8% |
| 7D | -9.6% | -5.5% | -4.1% | -12.3% |
| 30D | -44.1% | +4.9% | -49.0% | -42.5% |
| 3M | -42.9% | -2.9% | -40.1% | -39.9% |
| All | -42.9% | -4.4% | -38.6% | -39.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling