-11.5%
IREN vs DASH
-23.5%
+12.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.1% | +20.2% | +20.1% |
| 7D | -9.6% | +0.4% | -10.0% | -11.0% |
| 30D | -44.1% | -6.0% | -38.0% | -42.9% |
| 3M | -42.9% | -15.8% | -27.2% | -38.4% |
| 6M | -64.5% | +7.0% | -71.5% | -68.7% |
| YTD | -42.7% | -20.7% | -22.0% | -38.6% |
| 1Y | -67.7% | -8.5% | -59.1% | -69.3% |
| 3Y | +547.9% | +101.8% | +446.1% | +247.0% |
| All | -11.5% | -23.5% | +12.1% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling