-25.7%
IREN vs BP
+112.6%
-138.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.1% |
| 7D | -16.0% | +3.8% | -19.8% | -17.5% |
| 30D | -40.5% | -5.3% | -35.2% | -39.2% |
| 3M | -59.4% | +9.3% | -68.7% | -61.5% |
| 6M | -67.1% | +7.2% | -74.3% | -68.9% |
| YTD | -51.9% | +38.0% | -89.9% | -61.7% |
| 1Y | -62.7% | +33.2% | -95.9% | -69.7% |
| 3Y | +507.7% | +50.3% | +457.4% | +355.9% |
| All | -25.7% | +112.6% | -138.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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