-26.3%
IREN vs COMP
-16.2%
-10.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -8.2% | -8.8% | -13.5% |
| 7D | -31.3% | -1.8% | -29.5% | -31.0% |
| 30D | -56.3% | -0.8% | -55.6% | -56.7% |
| 3M | -53.6% | -28.1% | -25.5% | -47.6% |
| 6M | -67.1% | +27.0% | -94.1% | -71.9% |
| YTD | -52.3% | -12.8% | -39.5% | -53.3% |
| 1Y | -76.4% | +4.9% | -81.3% | -78.7% |
| 3Y | +416.6% | +321.0% | +95.6% | +103.6% |
| All | -26.3% | -16.2% | -10.1% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling