+91.9%
IREN vs BX
+9.3%
+82.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +6.6% |
| 7D | +27.5% | -2.0% | +29.4% | +29.7% |
| 30D | +13.8% | -2.3% | +16.1% | +15.4% |
| 3M | -20.7% | +18.5% | -39.2% | -35.0% |
| 6M | +27.9% | +23.7% | +4.2% | -1.4% |
| YTD | +24.3% | -10.4% | +34.6% | +32.8% |
| 1Y | +79.2% | -19.6% | +98.7% | +110.8% |
| 3Y | +904.9% | +30.8% | +874.1% | +632.7% |
| All | +91.9% | +9.3% | +82.6% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling