+79.3%
IREN vs DBX
+35.4%
+43.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | -0.5% |
| 7D | -1.9% | +2.1% | -4.0% | -3.5% |
| 30D | +0.4% | +5.7% | -5.4% | -4.1% |
| 3M | -22.7% | +31.8% | -54.5% | -39.2% |
| 6M | +4.4% | +37.5% | -33.0% | -23.4% |
| YTD | +16.0% | +27.9% | -11.9% | -11.1% |
| 1Y | +33.4% | +15.0% | +18.4% | +11.0% |
| 3Y | +948.6% | +27.2% | +921.4% | +625.7% |
| All | +79.3% | +35.4% | +43.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling