-12.4%
IREN vs BABA
-33.4%
+20.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | +0.9% |
| 7D | -2.8% | +3.8% | -6.6% | -5.3% |
| 30D | -39.2% | -5.4% | -33.8% | -37.8% |
| 3M | -48.1% | -17.9% | -30.1% | -43.6% |
| 6M | -65.0% | -24.1% | -40.9% | -60.5% |
| YTD | -43.3% | -27.4% | -15.9% | -34.1% |
| 1Y | -65.7% | -36.1% | -29.6% | -57.2% |
| 3Y | +620.9% | +35.4% | +585.5% | +504.9% |
| All | -12.4% | -33.4% | +20.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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