+948.6%
IREN vs CVNA
+630.6%
+317.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | -1.9% | -7.3% | +5.4% | +1.0% |
| 30D | +0.4% | -4.6% | +4.9% | +2.0% |
| 3M | -22.7% | +2.0% | -24.7% | -25.5% |
| 6M | +4.4% | +11.7% | -7.3% | -3.4% |
| YTD | +16.0% | -18.1% | +34.1% | +19.5% |
| 1Y | +33.4% | -2.4% | +35.8% | +26.1% |
| 3Y | +948.6% | +580.6% | +368.0% | +307.7% |
| All | +948.6% | +630.6% | +317.9% | +307.7% |
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