-14.8%
IREN vs DD
+76.9%
-91.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -63.1% |
| YTD | -44.8% | +30.6% | -75.5% | -56.1% |
| 1Y | -63.7% | +30.6% | -94.3% | -71.0% |
| 3Y | +604.1% | +91.1% | +512.9% | +300.2% |
| All | -14.8% | +76.9% | -91.7% | -51.1% |
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