+620.9%
IREN vs BURL
+95.8%
+525.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -2.6% |
| 7D | -2.8% | +7.7% | -10.5% | -5.8% |
| 30D | -39.2% | -7.1% | -32.0% | -37.7% |
| 3M | -48.1% | -30.3% | -17.8% | -40.7% |
| 6M | -65.0% | -15.5% | -49.5% | -63.4% |
| YTD | -43.3% | -11.0% | -32.3% | -42.0% |
| 1Y | -65.7% | -8.4% | -57.3% | -65.8% |
| 3Y | +620.9% | +96.7% | +524.2% | +568.0% |
| All | +620.9% | +95.8% | +525.1% | +568.0% |
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 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