-20.3%
IREN vs BABA
-40.3%
+20.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.1% | +0.5% | -2.9% |
| 7D | +8.0% | -12.7% | +20.7% | +16.1% |
| 30D | -44.0% | -14.9% | -29.1% | -39.5% |
| 3M | -55.4% | -24.6% | -30.7% | -49.1% |
| 6M | -65.6% | -29.3% | -36.2% | -59.6% |
| YTD | -48.4% | -35.0% | -13.4% | -36.4% |
| 1Y | -65.0% | -39.7% | -25.3% | -55.0% |
| 3Y | +558.1% | +21.2% | +536.9% | +485.2% |
| All | -20.3% | -40.3% | +20.0% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling