+985.4%
IREN vs CTAS
+66.0%
+919.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +14.6% | +1.0% | +13.6% | +14.4% |
| 30D | +17.1% | -1.1% | +18.2% | +17.2% |
| 3M | -16.0% | +11.5% | -27.5% | -21.6% |
| 6M | +16.8% | +0.2% | +16.6% | +16.1% |
| YTD | +20.1% | +7.2% | +12.9% | +12.6% |
| 1Y | +50.3% | 0.0% | +50.3% | +47.2% |
| All | +985.4% | +66.0% | +919.4% | +261.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling