+78.5%
IREN vs BMY
+31.5%
+47.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.8% |
| 7D | +4.8% | -6.4% | +11.2% | +4.8% |
| 30D | +9.8% | +0.2% | +9.6% | +9.8% |
| 3M | -15.3% | +16.0% | -31.2% | -15.1% |
| 6M | +14.5% | +8.3% | +6.2% | +15.0% |
| YTD | +15.5% | +22.2% | -6.6% | +15.1% |
| 1Y | +29.8% | +41.7% | -11.9% | +27.6% |
| 3Y | +834.5% | +20.7% | +813.8% | +835.9% |
| All | +78.5% | +31.5% | +47.0% | +78.8% |
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