-19.3%
IREN vs CTSH
-13.0%
-6.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.2% | -10.0% | -8.6% |
| 7D | -19.3% | +1.8% | -21.2% | -20.3% |
| 30D | -43.9% | +9.8% | -53.7% | -47.0% |
| 3M | -49.1% | +12.1% | -61.2% | -53.0% |
| 6M | -67.8% | +27.4% | -95.2% | -73.4% |
| YTD | -47.8% | -20.3% | -27.5% | -40.1% |
| 1Y | -67.2% | -8.8% | -58.4% | -67.3% |
| 3Y | +566.6% | +4.0% | +562.5% | +459.2% |
| All | -19.3% | -13.0% | -6.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling