+79.3%
IREN vs DHR
-25.4%
+104.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.9% | -3.6% | +1.7% | -0.3% |
| 30D | +0.4% | -2.7% | +3.1% | +1.5% |
| 3M | -22.7% | +10.9% | -33.6% | -28.4% |
| 6M | +4.4% | +3.0% | +1.4% | -0.1% |
| YTD | +16.0% | -12.2% | +28.2% | +21.2% |
| 1Y | +33.4% | +3.3% | +30.1% | +23.5% |
| 3Y | +948.6% | -8.2% | +956.8% | +880.5% |
| All | +79.3% | -25.4% | +104.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 10y: compounded portfolio wealth divided by compounded DHR 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…
10y analysis · Full analysis span regression · 6 months rolling