+78.5%
IREN vs BIIB
-15.4%
+93.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.2% |
| 7D | +4.8% | -4.0% | +8.8% | +5.5% |
| 30D | +9.8% | +5.7% | +4.1% | +8.7% |
| 3M | -15.3% | +10.9% | -26.2% | -17.7% |
| 6M | +14.5% | +14.3% | +0.1% | +9.6% |
| YTD | +15.5% | +22.4% | -6.9% | +7.8% |
| 1Y | +29.8% | +51.1% | -21.3% | +12.0% |
| 3Y | +834.5% | -16.8% | +851.3% | +873.4% |
| All | +78.5% | -15.4% | +93.9% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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