-11.5%
IREN vs CVE
+150.9%
-162.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.6% | +20.6% | +20.3% |
| 7D | -9.6% | -16.1% | +6.5% | -1.9% |
| 30D | -44.1% | -10.4% | -33.7% | -41.3% |
| 3M | -42.9% | -2.4% | -40.6% | -42.8% |
| 6M | -64.5% | -4.4% | -60.1% | -64.5% |
| YTD | -42.7% | +64.9% | -107.7% | -56.3% |
| 1Y | -67.7% | +66.0% | -133.7% | -75.5% |
| 3Y | +547.9% | +57.7% | +490.3% | +390.0% |
| All | -11.5% | +150.9% | -162.4% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling