-11.5%
IREN vs CSX
+49.7%
-61.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -3.4% | +23.4% | +22.3% |
| 7D | -9.6% | -5.5% | -4.1% | -6.5% |
| 30D | -44.1% | +4.9% | -49.0% | -46.8% |
| 3M | -42.9% | -2.9% | -40.1% | -42.6% |
| 6M | -64.5% | +8.3% | -72.9% | -67.7% |
| YTD | -42.7% | +36.7% | -79.4% | -56.4% |
| 1Y | -67.7% | +41.5% | -109.2% | -76.1% |
| 3Y | +547.9% | +68.6% | +479.3% | +304.0% |
| All | -11.5% | +49.7% | -61.2% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling