-19.3%
IREN vs COO
-38.9%
+19.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.3% | -7.5% |
| 7D | -19.3% | +4.5% | -23.8% | -21.8% |
| 30D | -43.9% | +16.9% | -60.9% | -49.8% |
| 3M | -49.1% | -16.7% | -32.4% | -44.3% |
| 6M | -67.8% | +5.9% | -73.7% | -71.5% |
| YTD | -47.8% | -22.4% | -25.3% | -41.4% |
| 1Y | -67.2% | -10.1% | -57.1% | -67.7% |
| 3Y | +566.6% | -22.8% | +589.3% | +553.0% |
| All | -19.3% | -38.9% | +19.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling