-14.8%
IREN vs CVE
+159.7%
-174.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +3.0% | +4.4% |
| 7D | -4.0% | +0.1% | -4.1% | -3.8% |
| 30D | -40.1% | -10.8% | -29.3% | -36.9% |
| 3M | -47.6% | -4.3% | -43.2% | -46.8% |
| 6M | -62.2% | -1.5% | -60.8% | -62.6% |
| YTD | -44.8% | +70.7% | -115.5% | -58.5% |
| 1Y | -63.7% | +58.1% | -121.8% | -71.7% |
| 3Y | +604.1% | +69.8% | +534.2% | +417.1% |
| All | -14.8% | +159.7% | -174.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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