+79.3%
IREN vs BAX
-66.9%
+146.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -1.9% | -7.9% | +6.0% | +0.3% |
| 30D | +0.4% | -11.7% | +12.0% | +3.7% |
| 3M | -22.7% | +16.2% | -38.9% | -26.3% |
| 6M | +4.4% | +32.0% | -27.6% | -4.6% |
| YTD | +16.0% | +24.7% | -8.7% | +6.2% |
| 1Y | +33.4% | -2.6% | +36.1% | +31.4% |
| 3Y | +948.6% | -35.0% | +983.5% | +1,066.2% |
| All | +79.3% | -66.9% | +146.1% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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