+82.7%
IREN vs BROS
-21.7%
+104.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.5% | +6.9% |
| 7D | +26.0% | -6.7% | +32.7% | +29.9% |
| 30D | +14.9% | -29.1% | +44.0% | +32.7% |
| 3M | -27.8% | -16.7% | -11.1% | -23.8% |
| 6M | +1.9% | -11.6% | +13.5% | +4.0% |
| YTD | +18.3% | -23.9% | +42.2% | +28.6% |
| 1Y | +71.0% | -34.8% | +105.8% | +96.3% |
| 3Y | +882.0% | +62.1% | +819.9% | +531.4% |
| All | +82.7% | -21.7% | +104.5% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling