-25.7%
IREN vs BROS
-39.7%
+14.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.5% | -13.2% | -9.7% |
| 7D | -16.0% | +6.3% | -22.3% | -18.7% |
| 30D | -40.5% | -8.3% | -32.2% | -38.6% |
| 3M | -59.4% | -29.8% | -29.6% | -53.1% |
| 6M | -67.1% | -25.8% | -41.2% | -64.0% |
| YTD | -51.9% | -41.4% | -10.5% | -41.9% |
| 1Y | -62.7% | -35.2% | -27.5% | -57.3% |
| 3Y | +507.7% | +32.8% | +474.9% | +318.7% |
| All | -25.7% | -39.7% | +14.0% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling