-25.7%
IREN vs CVX
+131.2%
-156.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.4% | -7.2% |
| 7D | -16.0% | +3.4% | -19.5% | -17.0% |
| 30D | -40.5% | -1.0% | -39.6% | -40.4% |
| 3M | -59.4% | +12.2% | -71.6% | -61.2% |
| 6M | -67.1% | +20.3% | -87.4% | -69.7% |
| YTD | -51.9% | +48.3% | -100.2% | -60.8% |
| 1Y | -62.7% | +46.9% | -109.6% | -69.5% |
| 3Y | +507.7% | +73.1% | +434.6% | +349.1% |
| All | -25.7% | +131.2% | -156.9% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling