-26.3%
IREN vs CVE
+152.4%
-178.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -2.7% | -14.2% | -15.7% |
| 7D | -31.3% | -14.1% | -17.2% | -26.2% |
| 30D | -56.3% | -11.6% | -44.7% | -53.8% |
| 3M | -53.6% | 0.0% | -53.7% | -54.0% |
| 6M | -67.1% | -8.4% | -58.7% | -66.4% |
| YTD | -52.3% | +65.9% | -118.2% | -63.6% |
| 1Y | -76.4% | +69.4% | -145.8% | -82.3% |
| 3Y | +416.6% | +55.9% | +360.7% | +292.4% |
| All | -26.3% | +152.4% | -178.6% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling