+439.8%
IREN vs CVE
+54.6%
+385.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -2.7% | -14.2% | -15.5% |
| 7D | -31.3% | -14.1% | -17.2% | -25.2% |
| 30D | -56.3% | -11.6% | -44.7% | -53.3% |
| 3M | -53.6% | 0.0% | -53.7% | -54.3% |
| 6M | -67.1% | -8.4% | -58.7% | -66.3% |
| YTD | -52.3% | +65.9% | -118.2% | -67.3% |
| 1Y | -76.4% | +69.4% | -145.8% | -84.2% |
| All | +439.8% | +54.6% | +385.2% | +263.2% |
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