+71.0%
IREN vs BRO
-24.4%
+95.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.8% | +5.7% |
| 7D | +26.0% | -2.6% | +28.6% | +22.9% |
| 30D | +14.9% | +0.9% | +14.0% | +16.7% |
| 3M | -27.8% | +24.8% | -52.5% | -11.9% |
| 6M | +1.9% | -0.1% | +2.0% | +8.3% |
| YTD | +18.3% | -9.7% | +28.0% | +20.6% |
| 1Y | +71.0% | -24.5% | +95.5% | +79.2% |
| All | +71.0% | -24.4% | +95.4% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling