+91.9%
IREN vs BG
+48.7%
+43.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.7% | +3.7% |
| 7D | +27.5% | +2.4% | +25.1% | +26.5% |
| 30D | +13.8% | +15.0% | -1.2% | +8.4% |
| 3M | -20.7% | -0.7% | -20.1% | -20.7% |
| 6M | +27.9% | +7.5% | +20.4% | +23.9% |
| YTD | +24.3% | +41.6% | -17.4% | +10.0% |
| 1Y | +79.2% | +50.7% | +28.5% | +54.0% |
| 3Y | +904.9% | +20.3% | +884.6% | +834.9% |
| All | +91.9% | +48.7% | +43.2% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling