-14.8%
IREN vs BROS
-41.2%
+26.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +6.0% |
| 7D | -4.0% | -20.4% | +16.4% | +6.4% |
| 30D | -40.1% | -6.1% | -34.0% | -38.9% |
| 3M | -47.6% | -29.4% | -18.2% | -39.3% |
| 6M | -62.2% | -31.5% | -30.7% | -57.0% |
| YTD | -44.8% | -42.8% | -2.0% | -32.4% |
| 1Y | -63.7% | -37.5% | -26.2% | -57.6% |
| 3Y | +604.1% | +27.2% | +576.9% | +396.7% |
| All | -14.8% | -41.2% | +26.4% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling