-25.7%
IREN vs BLDR
-11.6%
-14.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.7% | -7.2% |
| 7D | -16.0% | -3.0% | -13.1% | -14.8% |
| 30D | -40.5% | +20.1% | -60.7% | -48.1% |
| 3M | -59.4% | -17.5% | -41.9% | -57.0% |
| 6M | -67.1% | -16.1% | -51.0% | -66.2% |
| YTD | -51.9% | -41.0% | -10.9% | -41.5% |
| 1Y | -62.7% | -41.6% | -21.1% | -54.8% |
| 3Y | +507.7% | -50.8% | +558.5% | +586.0% |
| All | -25.7% | -11.6% | -14.1% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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