+78.5%
IREN vs BROS
-27.0%
+105.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -2.3% |
| 7D | +4.8% | -6.1% | +10.8% | +7.8% |
| 30D | +9.8% | -12.4% | +22.2% | +16.3% |
| 3M | -15.3% | -27.9% | +12.6% | -4.2% |
| 6M | +14.5% | -16.8% | +31.3% | +20.0% |
| YTD | +15.5% | -29.0% | +44.6% | +29.7% |
| 1Y | +29.8% | -33.2% | +63.0% | +47.1% |
| 3Y | +834.5% | +56.8% | +777.7% | +508.9% |
| All | +78.5% | -27.0% | +105.5% | +40.2% |
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