-14.8%
IREN vs COMP
-6.7%
-8.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +4.5% |
| 7D | -4.0% | +2.2% | -6.2% | -4.0% |
| 30D | -40.1% | +16.3% | -56.4% | -44.1% |
| 3M | -47.6% | -19.1% | -28.4% | -43.3% |
| 6M | -62.2% | +17.1% | -79.3% | -66.2% |
| YTD | -44.8% | -2.9% | -41.9% | -48.2% |
| 1Y | -63.7% | +8.8% | -72.5% | -67.5% |
| 3Y | +604.1% | +423.5% | +180.6% | +152.7% |
| All | -14.8% | -6.7% | -8.0% | -50.4% |
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