-65.6%
IREN vs CTAS
+37.6%
-103.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.3% |
| 7D | +8.0% | +0.5% | +7.6% | +9.8% |
| 30D | -44.0% | +10.2% | -54.3% | -31.1% |
| 3M | -55.4% | +12.1% | -67.5% | -43.5% |
| 6M | -65.6% | +38.3% | -103.8% | -36.7% |
| All | -65.6% | +37.6% | -103.2% | -36.7% |
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