-25.7%
IREN vs BURL
-13.8%
-11.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.6% | -3.1% | -4.9% |
| 7D | -16.0% | -1.6% | -14.5% | -15.2% |
| 30D | -40.5% | -7.7% | -32.8% | -38.5% |
| 3M | -59.4% | -31.7% | -27.8% | -51.2% |
| 6M | -67.1% | -15.2% | -51.9% | -65.3% |
| YTD | -51.9% | -15.9% | -36.0% | -49.2% |
| 1Y | -62.7% | -14.2% | -48.4% | -61.8% |
| 3Y | +507.7% | +93.5% | +414.2% | +259.1% |
| All | -25.7% | -13.8% | -11.8% | -37.2% |
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