-25.7%
IREN vs DD
+74.8%
-100.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.2% |
| 7D | -16.0% | +5.0% | -21.0% | -19.8% |
| 30D | -40.5% | +19.7% | -60.2% | -48.8% |
| 3M | -59.4% | +7.2% | -66.6% | -61.6% |
| 6M | -67.1% | +1.0% | -68.1% | -67.2% |
| YTD | -51.9% | +29.1% | -81.0% | -61.3% |
| 1Y | -62.7% | +28.5% | -91.1% | -69.8% |
| 3Y | +507.7% | +89.4% | +418.2% | +248.3% |
| All | -25.7% | +74.8% | -100.5% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling