-62.7%
IREN vs DASH
-13.3%
-49.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.6% |
| 7D | -16.0% | -4.5% | -11.5% | -15.4% |
| 30D | -40.5% | -6.8% | -33.8% | -39.6% |
| 3M | -59.4% | -20.7% | -38.7% | -57.9% |
| 6M | -67.1% | +15.1% | -82.1% | -69.3% |
| YTD | -51.9% | -24.3% | -27.6% | -51.9% |
| 1Y | -62.7% | -12.1% | -50.5% | -62.0% |
| All | -62.7% | -13.3% | -49.4% | -62.0% |
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 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