-19.3%
IREN vs CVE
+152.9%
-172.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.3% | -8.1% | -8.0% |
| 7D | -19.3% | -10.0% | -9.4% | -15.2% |
| 30D | -43.9% | -11.9% | -32.1% | -40.7% |
| 3M | -49.1% | -5.9% | -43.1% | -48.0% |
| 6M | -67.8% | -1.6% | -66.2% | -68.2% |
| YTD | -47.8% | +66.3% | -114.0% | -60.3% |
| 1Y | -67.2% | +57.5% | -124.7% | -74.4% |
| 3Y | +566.6% | +65.4% | +501.1% | +395.2% |
| All | -19.3% | +152.9% | -172.2% | -38.8% |
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