-14.8%
IREN vs BURL
-9.1%
-5.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.2% |
| 7D | -4.0% | -0.8% | -3.2% | -3.5% |
| 30D | -40.1% | -4.4% | -35.7% | -39.3% |
| 3M | -47.6% | -28.6% | -19.0% | -38.5% |
| 6M | -62.2% | -12.3% | -49.9% | -60.9% |
| YTD | -44.8% | -11.3% | -33.6% | -43.5% |
| 1Y | -63.7% | -10.4% | -53.2% | -63.6% |
| 3Y | +604.1% | +96.1% | +508.0% | +314.5% |
| All | -14.8% | -9.1% | -5.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling