+82.7%
IREN vs DG
-36.7%
+119.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +7.2% |
| 7D | +26.0% | +8.4% | +17.6% | +25.2% |
| 30D | +14.9% | +4.9% | +9.9% | +14.4% |
| 3M | -27.8% | +29.3% | -57.1% | -29.9% |
| 6M | +1.9% | -11.3% | +13.2% | +2.4% |
| YTD | +18.3% | +1.8% | +16.5% | +17.7% |
| 1Y | +71.0% | +25.3% | +45.7% | +67.6% |
| 3Y | +882.0% | +9.1% | +872.9% | +886.1% |
| All | +82.7% | -36.7% | +119.4% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling