+82.7%
IREN vs COMP
+1.1%
+81.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.7% | +7.0% |
| 7D | +26.0% | +1.4% | +24.7% | +25.3% |
| 30D | +14.9% | -13.3% | +28.2% | +22.0% |
| 3M | -27.8% | +41.1% | -68.9% | -39.2% |
| 6M | +1.9% | +17.2% | -15.3% | -9.1% |
| YTD | +18.3% | +5.2% | +13.1% | +8.6% |
| 1Y | +71.0% | +18.9% | +52.1% | +45.9% |
| 3Y | +882.0% | +215.9% | +666.1% | +353.4% |
| All | +82.7% | +1.1% | +81.6% | +3.9% |
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