+507.7%
IREN vs DBX
+26.6%
+481.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | -16.0% | -3.3% | -12.8% | -15.5% |
| 30D | -40.5% | -5.9% | -34.7% | -39.9% |
| 3M | -59.4% | -6.7% | -52.7% | -59.1% |
| 6M | -67.1% | +28.0% | -95.0% | -71.1% |
| YTD | -51.9% | +20.6% | -72.5% | -57.0% |
| 1Y | -62.7% | +10.3% | -72.9% | -64.9% |
| 3Y | +507.7% | +24.0% | +483.6% | +405.8% |
| All | +507.7% | +26.6% | +481.1% | +405.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling