+91.9%
IREN vs BBY
-16.9%
+108.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +5.6% |
| 7D | +27.5% | +8.1% | +19.3% | +22.4% |
| 30D | +13.8% | +8.9% | +4.9% | +8.0% |
| 3M | -20.7% | +22.0% | -42.8% | -30.6% |
| 6M | +27.9% | +37.8% | -9.9% | +1.1% |
| YTD | +24.3% | +37.3% | -13.1% | -3.3% |
| 1Y | +79.2% | +21.6% | +57.6% | +50.2% |
| 3Y | +904.9% | +41.5% | +863.4% | +602.1% |
| All | +91.9% | -16.9% | +108.8% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling