-53.6%
IREN vs DASH
-11.9%
-41.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -9.4% | -7.5% | -18.1% |
| 7D | -31.3% | +0.5% | -31.8% | -29.3% |
| 30D | -56.3% | -7.1% | -49.2% | -54.7% |
| 3M | -53.6% | -13.2% | -40.4% | -55.1% |
| All | -53.6% | -11.9% | -41.7% | -55.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling