+52.7%
DRAM vs IREN
-43.8%
+96.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.8% | +0.6% |
| 7D | +7.9% | -16.0% | +24.0% | +17.8% |
| 30D | -15.4% | -40.5% | +25.1% | +8.8% |
| 3M | -25.5% | -59.4% | +33.9% | +14.0% |
| 6M | -22.3% | -67.1% | +44.8% | +30.0% |
| All | +52.7% | -43.8% | +96.6% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling