-19.3%
IREN vs DASH
-24.1%
+4.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.5% | -6.3% | -6.9% |
| 7D | -19.3% | -2.8% | -16.6% | -18.1% |
| 30D | -43.9% | -9.3% | -34.6% | -41.3% |
| 3M | -49.1% | -15.1% | -34.0% | -45.4% |
| 6M | -67.8% | +8.7% | -76.5% | -71.8% |
| YTD | -47.8% | -21.3% | -26.5% | -43.7% |
| 1Y | -67.2% | -12.7% | -54.6% | -67.7% |
| 3Y | +566.6% | +103.8% | +462.8% | +254.6% |
| All | -19.3% | -24.1% | +4.8% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling