-12.4%
IREN vs COMP
-1.9%
-10.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.7% | -3.5% |
| 7D | -2.8% | +14.5% | -17.3% | -8.0% |
| 30D | -39.2% | +14.9% | -54.1% | -43.0% |
| 3M | -48.1% | -14.2% | -33.8% | -45.3% |
| 6M | -65.0% | +23.7% | -88.8% | -69.4% |
| YTD | -43.3% | +2.1% | -45.4% | -48.0% |
| 1Y | -65.7% | +26.2% | -91.9% | -71.4% |
| 3Y | +620.9% | +470.9% | +150.0% | +148.4% |
| All | -12.4% | -1.9% | -10.5% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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