+127.1%
GOOG vs IREN
+67.6%
+59.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.4% |
| 7D | +1.1% | +27.5% | -26.4% | -0.9% |
| 30D | -5.1% | +13.8% | -18.9% | -6.3% |
| 3M | -7.1% | -20.7% | +13.6% | -6.5% |
| 6M | +12.7% | +27.9% | -15.2% | +8.0% |
| YTD | +7.1% | +24.3% | -17.2% | +1.8% |
| 1Y | +43.6% | +79.2% | -35.6% | +30.4% |
| 3Y | +146.8% | +904.9% | -758.2% | +77.9% |
| All | +127.1% | +67.6% | +59.5% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling