-11.5%
IREN vs COMP
-7.2%
-4.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +10.7% | +9.3% | +15.5% |
| 7D | -9.6% | +13.4% | -23.1% | -14.3% |
| 30D | -44.1% | +11.1% | -55.2% | -46.9% |
| 3M | -42.9% | -18.8% | -24.1% | -38.4% |
| 6M | -64.5% | +10.5% | -75.0% | -67.4% |
| YTD | -42.7% | -3.4% | -39.3% | -46.1% |
| 1Y | -67.7% | +19.7% | -87.4% | -72.4% |
| 3Y | +547.9% | +381.6% | +166.3% | +141.7% |
| All | -11.5% | -7.2% | -4.3% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling