-12.4%
IREN vs CVE
+152.2%
-164.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.8% | -10.1% | +7.3% | +2.3% |
| 30D | -39.2% | -12.1% | -27.1% | -35.5% |
| 3M | -48.1% | -1.9% | -46.2% | -48.1% |
| 6M | -65.0% | -1.8% | -63.2% | -65.4% |
| YTD | -43.3% | +65.8% | -109.1% | -56.8% |
| 1Y | -65.7% | +60.8% | -126.5% | -73.5% |
| 3Y | +620.9% | +70.1% | +550.8% | +430.2% |
| All | -12.4% | +152.2% | -164.6% | -33.5% |
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