+78.5%
IREN vs BRO
+5.8%
+72.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | +4.8% | -8.6% | +13.4% | +5.5% |
| 30D | +9.8% | -6.9% | +16.7% | +10.2% |
| 3M | -15.3% | +10.5% | -25.8% | -19.2% |
| 6M | +14.5% | -2.8% | +17.3% | +13.2% |
| YTD | +15.5% | -16.1% | +31.7% | +19.3% |
| 1Y | +29.8% | -27.6% | +57.4% | +43.3% |
| 3Y | +834.5% | -7.3% | +841.8% | +765.4% |
| All | +78.5% | +5.8% | +72.7% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling