+439.8%
IREN vs DASH
+94.5%
+345.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -9.4% | -7.5% | -11.7% |
| 7D | -31.3% | +0.5% | -31.8% | -32.1% |
| 30D | -56.3% | -7.1% | -49.2% | -55.0% |
| 3M | -53.6% | -13.2% | -40.4% | -51.1% |
| 6M | -67.1% | +8.3% | -75.4% | -71.0% |
| YTD | -52.3% | -20.6% | -31.7% | -47.7% |
| 1Y | -76.4% | -24.4% | -52.0% | -73.4% |
| All | +439.8% | +94.5% | +345.3% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling