-25.7%
IREN vs CTAS
+113.9%
-139.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.6% |
| 7D | -16.0% | +2.0% | -18.0% | -16.7% |
| 30D | -40.5% | +8.7% | -49.2% | -43.2% |
| 3M | -59.4% | +13.3% | -72.7% | -62.2% |
| 6M | -67.1% | +39.4% | -106.5% | -74.7% |
| YTD | -51.9% | +21.5% | -73.4% | -59.5% |
| 1Y | -62.7% | +21.9% | -84.5% | -68.8% |
| 3Y | +507.7% | +73.6% | +434.0% | +225.3% |
| All | -25.7% | +113.9% | -139.6% | -72.2% |
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 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