+79.3%
IREN vs CTVA
+82.9%
-3.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -1.9% | -4.5% | +2.6% | +0.1% |
| 30D | +0.4% | +11.3% | -11.0% | -4.8% |
| 3M | -22.7% | +12.3% | -35.0% | -28.8% |
| 6M | +4.4% | +7.2% | -2.8% | -1.6% |
| YTD | +16.0% | +26.0% | -10.0% | +1.0% |
| 1Y | +33.4% | +16.0% | +17.4% | +20.1% |
| 3Y | +948.6% | +73.9% | +874.7% | +663.8% |
| All | +79.3% | +82.9% | -3.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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