+79.3%
IREN vs CMCSA
-40.7%
+120.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.9% | -4.9% | +3.0% | +0.5% |
| 30D | +0.4% | -1.1% | +1.4% | +0.2% |
| 3M | -22.7% | +6.6% | -29.3% | -27.4% |
| 6M | +4.4% | -15.5% | +19.9% | +12.3% |
| YTD | +16.0% | -6.7% | +22.7% | +14.7% |
| 1Y | +33.4% | -15.6% | +49.0% | +41.1% |
| 3Y | +948.6% | -33.7% | +982.2% | +1,233.6% |
| All | +79.3% | -40.7% | +120.0% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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