+85.6%
IREN vs CTSH
-22.1%
+107.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -2.0% |
| 7D | +14.6% | -8.2% | +22.8% | +18.9% |
| 30D | +17.1% | +0.4% | +16.7% | +16.3% |
| 3M | -16.0% | +10.6% | -26.6% | -23.1% |
| 6M | +16.8% | -8.8% | +25.6% | +21.4% |
| YTD | +20.1% | -28.6% | +48.7% | +48.3% |
| 1Y | +50.3% | -15.9% | +66.2% | +55.4% |
| 3Y | +871.5% | -13.9% | +885.4% | +860.0% |
| All | +85.6% | -22.1% | +107.6% | +87.8% |
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