-14.8%
IREN vs BABA
-35.8%
+21.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +6.2% |
| 7D | -4.0% | -3.6% | -0.4% | -2.4% |
| 30D | -40.1% | -8.4% | -31.8% | -37.8% |
| 3M | -47.6% | -20.6% | -27.0% | -41.9% |
| 6M | -62.2% | -25.4% | -36.8% | -56.9% |
| YTD | -44.8% | -30.1% | -14.7% | -34.5% |
| 1Y | -63.7% | -36.3% | -27.4% | -54.6% |
| 3Y | +604.1% | +30.4% | +573.7% | +502.6% |
| All | -14.8% | -35.8% | +21.0% | -10.8% |
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