+82.7%
IREN vs BIIB
-13.3%
+96.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.6% |
| 7D | +26.0% | +1.1% | +25.0% | +25.8% |
| 30D | +14.9% | +6.9% | +8.0% | +13.6% |
| 3M | -27.8% | +12.4% | -40.2% | -30.0% |
| 6M | +1.9% | +16.3% | -14.3% | -2.5% |
| YTD | +18.3% | +25.5% | -7.2% | +10.0% |
| 1Y | +71.0% | +57.8% | +13.2% | +46.1% |
| 3Y | +882.0% | -17.3% | +899.3% | +928.7% |
| All | +82.7% | -13.3% | +96.0% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling