+82.7%
IREN vs DBX
+32.6%
+50.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.4% | +9.7% | +8.9% |
| 7D | +26.0% | -2.4% | +28.5% | +27.9% |
| 30D | +14.9% | -0.5% | +15.4% | +14.6% |
| 3M | -27.8% | +28.1% | -55.8% | -42.2% |
| 6M | +1.9% | +33.1% | -31.2% | -23.5% |
| YTD | +18.3% | +25.3% | -7.0% | -7.8% |
| 1Y | +71.0% | +18.3% | +52.6% | +38.1% |
| 3Y | +882.0% | +25.0% | +857.0% | +587.4% |
| All | +82.7% | +32.6% | +50.1% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling