-67.4%
IREN vs BROS
-18.6%
-48.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.9% | -12.2% | -11.5% |
| 7D | -24.7% | +2.5% | -27.2% | -25.3% |
| 30D | -46.4% | +15.1% | -61.4% | -48.7% |
| 3M | -46.9% | -31.4% | -15.5% | -41.1% |
| 6M | -56.1% | -22.6% | -33.5% | -54.6% |
| YTD | -42.5% | -28.1% | -14.4% | -41.2% |
| 1Y | -67.4% | -20.3% | -47.2% | -67.8% |
| All | -67.4% | -18.6% | -48.8% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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