+620.9%
IREN vs DASH
+105.9%
+515.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | -2.8% | -4.8% | +2.0% | -0.4% |
| 30D | -39.2% | -7.9% | -31.3% | -36.9% |
| 3M | -48.1% | -16.3% | -31.7% | -43.9% |
| 6M | -65.0% | +10.4% | -75.4% | -69.4% |
| YTD | -43.3% | -20.1% | -23.2% | -38.1% |
| 1Y | -65.7% | -11.4% | -54.2% | -65.9% |
| 3Y | +620.9% | +114.1% | +506.8% | +287.6% |
| All | +620.9% | +105.9% | +515.0% | +287.6% |
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