+79.3%
IREN vs BRO
+5.6%
+73.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.9% | -7.3% | +5.4% | -1.4% |
| 30D | +0.4% | -6.9% | +7.2% | +0.7% |
| 3M | -22.7% | +10.7% | -33.4% | -26.3% |
| 6M | +4.4% | -2.7% | +7.1% | +3.2% |
| YTD | +16.0% | -16.3% | +32.4% | +19.8% |
| 1Y | +33.4% | -29.1% | +62.5% | +48.8% |
| 3Y | +948.6% | -7.8% | +956.4% | +873.4% |
| All | +79.3% | +5.6% | +73.7% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling