+82.7%
IREN vs CTAS
+89.1%
-6.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.4% |
| 7D | +26.0% | -1.8% | +27.9% | +27.1% |
| 30D | +14.9% | -0.2% | +15.1% | +14.7% |
| 3M | -27.8% | +11.7% | -39.5% | -35.4% |
| 6M | +1.9% | +0.7% | +1.2% | -1.9% |
| YTD | +18.3% | +7.4% | +10.9% | +6.7% |
| 1Y | +71.0% | -2.1% | +73.1% | +64.9% |
| 3Y | +882.0% | +62.9% | +819.0% | +434.0% |
| All | +82.7% | +89.1% | -6.4% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling