+82.7%
IREN vs CTVA
+91.6%
-8.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.1% | +7.7% |
| 7D | +26.0% | +4.9% | +21.1% | +23.3% |
| 30D | +14.9% | +11.9% | +3.0% | +8.8% |
| 3M | -27.8% | +13.7% | -41.4% | -33.6% |
| 6M | +1.9% | +13.1% | -11.2% | -6.1% |
| YTD | +18.3% | +32.0% | -13.7% | +0.9% |
| 1Y | +71.0% | +22.1% | +48.9% | +50.3% |
| 3Y | +882.0% | +77.5% | +804.5% | +610.0% |
| All | +82.7% | +91.6% | -8.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling