-25.7%
IREN vs CSX
+58.6%
-84.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.1% | -6.3% |
| 7D | -16.0% | +6.0% | -22.0% | -19.3% |
| 30D | -40.5% | +7.8% | -48.4% | -44.2% |
| 3M | -59.4% | +4.1% | -63.5% | -61.1% |
| 6M | -67.1% | +17.9% | -85.0% | -71.8% |
| YTD | -51.9% | +44.9% | -96.8% | -64.8% |
| 1Y | -62.7% | +51.1% | -113.8% | -73.6% |
| 3Y | +507.7% | +78.3% | +429.4% | +265.0% |
| All | -25.7% | +58.6% | -84.3% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling