+913.2%
IREN vs BURL
+63.9%
+849.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +6.1% |
| 7D | +26.0% | -2.8% | +28.8% | +27.4% |
| 30D | +14.9% | -28.2% | +43.0% | +32.8% |
| 3M | -27.8% | -17.6% | -10.2% | -22.3% |
| 6M | +1.9% | -11.8% | +13.7% | +5.8% |
| YTD | +18.3% | -8.1% | +26.4% | +20.6% |
| 1Y | +71.0% | -12.0% | +82.9% | +74.7% |
| All | +913.2% | +63.9% | +849.2% | +650.9% |
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