-25.7%
IREN vs BAX
-64.1%
+38.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.8% |
| 7D | -16.0% | +0.1% | -16.1% | -16.0% |
| 30D | -40.5% | +4.1% | -44.6% | -41.1% |
| 3M | -59.4% | -4.5% | -54.9% | -58.9% |
| 6M | -67.1% | +49.2% | -116.3% | -70.9% |
| YTD | -51.9% | +35.2% | -87.1% | -56.9% |
| 1Y | -62.7% | +38.3% | -100.9% | -66.9% |
| 3Y | +507.7% | -19.0% | +526.7% | +525.8% |
| All | -25.7% | -64.1% | +38.4% | -5.7% |
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