+79.3%
IREN vs BG
+46.9%
+32.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.0% |
| 7D | -1.9% | +3.1% | -5.0% | -2.8% |
| 30D | +0.4% | +10.2% | -9.9% | -3.0% |
| 3M | -22.7% | -1.7% | -21.0% | -22.4% |
| 6M | +4.4% | +1.0% | +3.4% | +3.3% |
| YTD | +16.0% | +39.9% | -23.9% | +3.1% |
| 1Y | +33.4% | +53.2% | -19.8% | +14.0% |
| 3Y | +948.6% | +16.3% | +932.3% | +890.2% |
| All | +79.3% | +46.9% | +32.3% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling