+439.8%
IREN vs BURL
+89.8%
+350.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -2.9% | -14.0% | -15.9% |
| 7D | -31.3% | +3.5% | -34.8% | -32.3% |
| 30D | -56.3% | -9.3% | -47.0% | -54.8% |
| 3M | -53.6% | -32.1% | -21.5% | -46.4% |
| 6M | -67.1% | -19.8% | -47.3% | -64.8% |
| YTD | -52.3% | -13.2% | -39.1% | -50.7% |
| 1Y | -76.4% | -7.8% | -68.6% | -76.6% |
| All | +439.8% | +89.8% | +350.0% | +386.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling