-62.2%
IREN vs CTAS
+37.0%
-99.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +7.3% |
| 7D | -4.0% | -0.8% | -3.2% | -5.2% |
| 30D | -40.1% | +10.7% | -50.8% | -25.8% |
| 3M | -47.6% | +11.0% | -58.6% | -34.8% |
| 6M | -62.2% | +38.7% | -101.0% | -30.1% |
| All | -62.2% | +37.0% | -99.2% | -30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling