-11.5%
IREN vs BURL
-12.5%
+1.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.6% | +21.6% | +20.8% |
| 7D | -9.6% | +4.1% | -13.7% | -12.0% |
| 30D | -44.1% | -9.5% | -34.6% | -41.7% |
| 3M | -42.9% | -33.5% | -9.4% | -30.6% |
| 6M | -64.5% | -22.1% | -42.4% | -60.8% |
| YTD | -42.7% | -14.6% | -28.1% | -40.1% |
| 1Y | -67.7% | -8.4% | -59.3% | -68.3% |
| 3Y | +547.9% | +86.6% | +461.3% | +292.2% |
| All | -11.5% | -12.5% | +1.0% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling