-65.0%
IREN vs CVE
+61.2%
-126.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -7.1% |
| 7D | +8.0% | +4.6% | +3.4% | +6.2% |
| 30D | -44.0% | -12.0% | -32.0% | -41.6% |
| 3M | -55.4% | -3.8% | -51.6% | -55.2% |
| 6M | -65.6% | -2.7% | -62.8% | -65.6% |
| YTD | -48.4% | +73.6% | -122.0% | -68.3% |
| 1Y | -65.0% | +62.0% | -127.0% | -76.8% |
| All | -65.0% | +61.2% | -126.2% | -76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling