+91.9%
IREN vs BTDR
+27.0%
+65.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.3% | +2.7% | +4.0% |
| 7D | +27.5% | +22.4% | +5.0% | +16.5% |
| 30D | +13.8% | +16.5% | -2.6% | +5.1% |
| 3M | -20.7% | -31.5% | +10.8% | -7.0% |
| 6M | +27.9% | +74.0% | -46.2% | -0.9% |
| YTD | +24.3% | +13.0% | +11.2% | +15.1% |
| 1Y | +79.2% | -0.2% | +79.4% | +68.5% |
| 3Y | +904.9% | +9.9% | +895.0% | +658.3% |
| All | +91.9% | +27.0% | +65.0% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling