+507.7%
IREN vs COMP
+423.6%
+84.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -7.3% |
| 7D | -16.0% | 0.0% | -16.0% | -16.0% |
| 30D | -40.5% | +16.6% | -57.1% | -43.6% |
| 3M | -59.4% | -23.5% | -35.9% | -56.0% |
| 6M | -67.1% | +25.7% | -92.8% | -70.4% |
| YTD | -51.9% | -3.4% | -48.5% | -53.9% |
| 1Y | -62.7% | +7.6% | -70.2% | -65.4% |
| 3Y | +507.7% | +423.6% | +84.1% | +171.8% |
| All | +507.7% | +423.6% | +84.1% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling