+79.3%
IREN vs CVX
+125.1%
-45.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.9% | +2.6% | -4.5% | -2.8% |
| 30D | +0.4% | +9.8% | -9.5% | -3.0% |
| 3M | -22.7% | +16.2% | -38.9% | -27.2% |
| 6M | +4.4% | +13.6% | -9.2% | -2.6% |
| YTD | +16.0% | +44.4% | -28.3% | -4.4% |
| 1Y | +33.4% | +40.6% | -7.2% | +10.9% |
| 3Y | +948.6% | +48.2% | +900.4% | +729.9% |
| All | +79.3% | +125.1% | -45.8% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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