-14.8%
IREN vs CTAS
+114.4%
-129.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.3% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | -40.1% | +10.7% | -50.8% | -43.4% |
| 3M | -47.6% | +11.0% | -58.6% | -50.7% |
| 6M | -62.2% | +38.7% | -101.0% | -70.8% |
| YTD | -44.8% | +21.8% | -66.6% | -53.5% |
| 1Y | -63.7% | +23.6% | -87.3% | -70.0% |
| 3Y | +604.1% | +74.9% | +529.1% | +274.6% |
| All | -14.8% | +114.4% | -129.1% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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