+79.3%
IREN vs BX
+4.9%
+74.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.0% | -1.9% |
| 7D | -1.9% | -5.6% | +3.7% | +3.5% |
| 30D | +0.4% | -12.2% | +12.6% | +13.2% |
| 3M | -22.7% | +7.4% | -30.1% | -29.8% |
| 6M | +4.4% | +22.2% | -17.8% | -18.5% |
| YTD | +16.0% | -14.0% | +30.1% | +29.1% |
| 1Y | +33.4% | -27.3% | +60.7% | +73.9% |
| 3Y | +948.6% | +24.5% | +924.0% | +701.9% |
| All | +79.3% | +4.9% | +74.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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