-25.7%
IREN vs BMY
+32.2%
-57.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.8% | -8.5% | -6.6% |
| 7D | -16.0% | +2.1% | -18.1% | -15.9% |
| 30D | -40.5% | +7.0% | -47.5% | -40.3% |
| 3M | -59.4% | -0.9% | -58.5% | -59.2% |
| 6M | -67.1% | +14.9% | -82.0% | -66.9% |
| YTD | -51.9% | +22.8% | -74.7% | -51.9% |
| 1Y | -62.7% | +36.2% | -98.9% | -63.1% |
| 3Y | +507.7% | +45.7% | +462.0% | +511.4% |
| All | -25.7% | +32.2% | -57.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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