-12.0%
BE vs IREN
-52.2%
+40.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.8% | +3.5% | +0.5% |
| 7D | -13.4% | -19.3% | +6.0% | -0.2% |
| 30D | -33.9% | -43.9% | +10.0% | -4.8% |
| 3M | -12.0% | -49.1% | +37.1% | +30.7% |
| All | -12.0% | -52.2% | +40.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IREN.
Daily Out/Under-Performance
Portfolio return minus IREN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IREN 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 3mo: compounded portfolio wealth divided by compounded IREN 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…
3mo analysis · Full analysis span regression · Available span rolling