-19.3%
IREN vs DAR
-31.4%
+12.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.8% | -6.0% | -6.8% |
| 7D | -19.3% | -3.8% | -15.5% | -17.3% |
| 30D | -43.9% | -14.4% | -29.5% | -38.8% |
| 3M | -49.1% | -17.9% | -31.1% | -43.8% |
| 6M | -67.8% | -18.3% | -49.5% | -64.6% |
| YTD | -47.8% | +43.2% | -91.0% | -59.0% |
| 1Y | -67.2% | +57.7% | -124.9% | -75.8% |
| 3Y | +566.6% | +22.7% | +543.8% | +436.8% |
| All | -19.3% | -31.4% | +12.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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