+91.9%
IREN vs CTAS
+89.1%
+2.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +27.5% | 0.0% | +27.5% | +27.4% |
| 30D | +13.8% | -1.0% | +14.8% | +14.1% |
| 3M | -20.7% | +15.8% | -36.5% | -30.8% |
| 6M | +27.9% | -1.0% | +28.9% | +24.9% |
| YTD | +24.3% | +7.4% | +16.8% | +12.1% |
| 1Y | +79.2% | -0.1% | +79.3% | +69.6% |
| 3Y | +904.9% | +66.3% | +838.6% | +436.2% |
| All | +91.9% | +89.1% | +2.8% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling