-25.7%
IREN vs BB
-20.1%
-5.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.4% |
| 7D | -16.0% | +1.8% | -17.9% | -16.8% |
| 30D | -40.5% | +8.1% | -48.7% | -42.8% |
| 3M | -59.4% | -1.0% | -58.4% | -59.4% |
| 6M | -67.1% | +45.9% | -113.0% | -74.3% |
| YTD | -51.9% | +134.8% | -186.7% | -71.6% |
| 1Y | -62.7% | +104.6% | -167.2% | -76.5% |
| 3Y | +507.7% | +152.8% | +354.9% | +191.5% |
| All | -25.7% | -20.1% | -5.6% | -20.3% |
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