+507.7%
IREN vs CVE
+74.2%
+433.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -7.1% |
| 7D | -16.0% | +5.9% | -22.0% | -18.7% |
| 30D | -40.5% | -10.9% | -29.7% | -36.8% |
| 3M | -59.4% | -4.5% | -54.9% | -58.8% |
| 6M | -67.1% | -1.0% | -66.1% | -67.7% |
| YTD | -51.9% | +74.7% | -126.6% | -68.0% |
| 1Y | -62.7% | +65.8% | -128.5% | -74.3% |
| 3Y | +507.7% | +73.2% | +434.5% | +294.6% |
| All | +507.7% | +74.2% | +433.5% | +294.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling