+79.3%
IREN vs BBY
-15.5%
+94.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | -1.2% |
| 7D | -1.9% | +0.6% | -2.5% | -2.3% |
| 30D | +0.4% | +9.4% | -9.0% | -5.0% |
| 3M | -22.7% | +19.3% | -42.0% | -31.4% |
| 6M | +4.4% | +47.9% | -43.5% | -20.8% |
| YTD | +16.0% | +39.6% | -23.5% | -10.5% |
| 1Y | +33.4% | +22.2% | +11.2% | +11.9% |
| 3Y | +948.6% | +45.0% | +903.6% | +621.0% |
| All | +79.3% | -15.5% | +94.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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