-25.7%
IREN vs DASH
-27.0%
+1.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.3% |
| 7D | -16.0% | -4.5% | -11.5% | -13.3% |
| 30D | -40.5% | -6.8% | -33.8% | -39.0% |
| 3M | -59.4% | -20.7% | -38.7% | -54.4% |
| 6M | -67.1% | +15.1% | -82.1% | -72.4% |
| YTD | -51.9% | -24.3% | -27.6% | -46.8% |
| 1Y | -62.7% | -12.1% | -50.5% | -63.5% |
| 3Y | +507.7% | +91.1% | +416.6% | +238.0% |
| All | -25.7% | -27.0% | +1.3% | -53.0% |
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