+507.7%
IREN vs BTDR
+41.1%
+466.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.6% | +1.9% | -1.7% |
| 7D | -16.0% | -6.9% | -9.1% | -13.2% |
| 30D | -40.5% | -31.5% | -9.0% | -25.5% |
| 3M | -59.4% | -36.1% | -23.3% | -47.4% |
| 6M | -67.1% | -57.6% | -9.4% | -47.5% |
| YTD | -51.9% | -50.0% | -1.8% | -31.7% |
| 1Y | -62.7% | -49.6% | -13.1% | -46.8% |
| 3Y | +507.7% | +48.5% | +459.2% | +421.9% |
| All | +507.7% | +41.1% | +466.6% | +421.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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