+597.0%
IREN vs BROS
+27.4%
+569.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.9% |
| 7D | -4.0% | -20.4% | +16.4% | +4.5% |
| 30D | -40.1% | -6.1% | -34.0% | -38.9% |
| 3M | -47.6% | -29.4% | -18.2% | -40.9% |
| 6M | -62.2% | -31.5% | -30.7% | -58.0% |
| YTD | -44.8% | -42.8% | -2.0% | -34.9% |
| 1Y | -63.7% | -37.5% | -26.2% | -58.7% |
| All | +597.0% | +27.4% | +569.6% | +392.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling