+551.5%
IREN vs CSX
+78.6%
+472.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.0% | -7.5% | -7.0% |
| 7D | +8.0% | +3.1% | +5.0% | +5.9% |
| 30D | -44.0% | +9.7% | -53.7% | -47.4% |
| 3M | -55.4% | +4.9% | -60.3% | -56.9% |
| 6M | -65.6% | +18.4% | -83.9% | -70.0% |
| YTD | -48.4% | +45.9% | -94.3% | -61.0% |
| 1Y | -65.0% | +50.0% | -115.0% | -74.1% |
| All | +551.5% | +78.6% | +472.9% | +420.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling