+904.9%
IREN vs BROS
+64.7%
+840.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.6% |
| 7D | +27.5% | -0.9% | +28.4% | +27.8% |
| 30D | +13.8% | -13.5% | +27.3% | +20.1% |
| 3M | -20.7% | -18.4% | -2.3% | -16.6% |
| 6M | +27.9% | -10.6% | +38.5% | +29.2% |
| YTD | +24.3% | -25.1% | +49.3% | +34.0% |
| 1Y | +79.2% | -28.6% | +107.8% | +95.0% |
| 3Y | +904.9% | +65.6% | +839.4% | +479.2% |
| All | +904.9% | +64.7% | +840.2% | +479.2% |
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 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