+507.7%
IREN vs CVNA
+1,152.5%
-644.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -7.5% |
| 7D | -16.0% | -1.6% | -14.4% | -15.5% |
| 30D | -40.5% | +24.9% | -65.4% | -45.6% |
| 3M | -59.4% | -1.8% | -57.6% | -59.7% |
| 6M | -67.1% | +3.5% | -70.6% | -68.7% |
| YTD | -51.9% | -14.3% | -37.6% | -51.9% |
| 1Y | -62.7% | +13.6% | -76.2% | -66.7% |
| 3Y | +507.7% | +1,163.4% | -655.8% | +123.5% |
| All | +507.7% | +1,152.5% | -644.8% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling