+145.8%
GOOG vs IREN
+816.9%
-671.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | -2.0% | +0.4% | -2.3% | -2.2% |
| 3M | -5.9% | -22.7% | +16.9% | -4.9% |
| 6M | +8.9% | +4.4% | +4.5% | +6.4% |
| YTD | +7.1% | +16.0% | -8.9% | +2.6% |
| 1Y | +39.7% | +33.4% | +6.3% | +30.5% |
| 3Y | +145.8% | +948.6% | -802.7% | +85.5% |
| All | +145.8% | +816.9% | -671.1% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling