-11.5%
IREN vs BABA
-30.8%
+19.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +1.3% | +18.7% | +19.4% |
| 7D | -9.6% | +11.6% | -21.3% | -15.4% |
| 30D | -44.1% | +2.3% | -46.4% | -45.1% |
| 3M | -42.9% | -13.7% | -29.3% | -39.6% |
| 6M | -64.5% | -21.9% | -42.6% | -60.5% |
| YTD | -42.7% | -24.6% | -18.1% | -34.6% |
| 1Y | -67.7% | -34.1% | -33.6% | -60.3% |
| 3Y | +547.9% | +36.3% | +511.7% | +441.1% |
| All | -11.5% | -30.8% | +19.3% | -11.0% |
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