+79.3%
IREN vs CVNA
+14.7%
+64.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -1.9% | -7.3% | +5.4% | +0.1% |
| 30D | +0.4% | -4.6% | +4.9% | +1.5% |
| 3M | -22.7% | +2.0% | -24.7% | -24.5% |
| 6M | +4.4% | +11.7% | -7.3% | -0.6% |
| YTD | +16.0% | -18.1% | +34.1% | +18.8% |
| 1Y | +33.4% | -2.4% | +35.8% | +29.6% |
| 3Y | +948.6% | +580.6% | +368.0% | +478.2% |
| All | +79.3% | +14.7% | +64.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 10y: compounded portfolio wealth divided by compounded CVNA 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…
10y analysis · Full analysis span regression · 6 months rolling