+566.6%
IREN vs COMP
+423.0%
+143.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -7.4% | -0.4% | -5.4% |
| 7D | -19.3% | +7.2% | -26.5% | -20.9% |
| 30D | -43.9% | +6.4% | -50.3% | -45.2% |
| 3M | -49.1% | -19.4% | -29.6% | -45.7% |
| 6M | -67.8% | +14.6% | -82.3% | -70.1% |
| YTD | -47.8% | -5.5% | -42.3% | -49.6% |
| 1Y | -67.2% | +13.7% | -80.9% | -70.3% |
| 3Y | +566.6% | +409.7% | +156.9% | +199.0% |
| All | +566.6% | +423.0% | +143.5% | +199.0% |
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