+71.0%
IREN vs DASH
-14.9%
+85.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.6% | +11.9% | +8.5% |
| 7D | +26.0% | -10.6% | +36.6% | +29.9% |
| 30D | +14.9% | +2.2% | +12.7% | +13.3% |
| 3M | -27.8% | +32.3% | -60.0% | -35.5% |
| 6M | +1.9% | +19.1% | -17.2% | -6.2% |
| YTD | +18.3% | -6.5% | +24.8% | +21.1% |
| 1Y | +71.0% | -14.9% | +85.9% | +115.7% |
| All | +71.0% | -14.9% | +85.9% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling