+79.3%
IREN vs BB
-31.1%
+110.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.5% |
| 7D | -1.9% | -0.4% | -1.5% | -1.6% |
| 30D | +0.4% | -12.5% | +12.9% | +7.7% |
| 3M | -22.7% | -17.4% | -5.3% | -16.8% |
| 6M | +4.4% | +119.1% | -114.7% | -36.1% |
| YTD | +16.0% | +102.4% | -86.3% | -25.6% |
| 1Y | +33.4% | +98.2% | -64.8% | -15.3% |
| 3Y | +948.6% | +46.9% | +901.6% | +624.9% |
| All | +79.3% | -31.1% | +110.4% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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