-25.7%
IREN vs DG
-35.9%
+10.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.7% |
| 7D | -16.0% | +0.3% | -16.3% | -16.0% |
| 30D | -40.5% | +3.2% | -43.8% | -40.7% |
| 3M | -59.4% | +10.4% | -69.8% | -59.8% |
| 6M | -67.1% | +33.2% | -100.2% | -68.1% |
| YTD | -51.9% | +3.0% | -54.9% | -52.2% |
| 1Y | -62.7% | +31.2% | -93.9% | -63.5% |
| 3Y | +507.7% | +21.8% | +485.9% | +492.2% |
| All | -25.7% | -35.9% | +10.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 5y: compounded portfolio wealth divided by compounded DG 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…
5y analysis · Full analysis span regression · 6 months rolling