+597.0%
IREN vs DD
+91.0%
+506.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +6.3% |
| 7D | -4.0% | +3.2% | -7.2% | -6.4% |
| 30D | -40.1% | +20.3% | -60.4% | -48.6% |
| 3M | -47.6% | +8.2% | -55.7% | -50.8% |
| 6M | -62.2% | +3.4% | -65.6% | -63.2% |
| YTD | -44.8% | +30.6% | -75.5% | -55.9% |
| 1Y | -63.7% | +30.6% | -94.3% | -70.9% |
| All | +597.0% | +91.0% | +506.0% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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