+507.7%
IREN vs DHR
+21.0%
+486.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | -16.0% | +1.2% | -17.2% | -16.2% |
| 30D | -40.5% | +3.7% | -44.3% | -40.7% |
| 3M | -59.4% | +14.5% | -73.9% | -59.9% |
| 6M | -67.1% | +40.9% | -108.0% | -69.2% |
| YTD | -51.9% | +2.4% | -54.3% | -51.3% |
| 1Y | -62.7% | +6.1% | -68.8% | -62.6% |
| 3Y | +507.7% | +21.0% | +486.7% | +564.0% |
| All | +507.7% | +21.0% | +486.7% | +564.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling