+944.0%
IREN vs DLR
+55.5%
+888.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.9% | -1.8% |
| 7D | +4.8% | -1.3% | +6.1% | +6.3% |
| 30D | +9.8% | -2.9% | +12.6% | +14.0% |
| 3M | -15.3% | +3.2% | -18.5% | -18.2% |
| 6M | +14.5% | +3.9% | +10.6% | +10.6% |
| YTD | +15.5% | +21.4% | -5.9% | -4.9% |
| 1Y | +29.8% | +9.7% | +20.1% | +19.4% |
| All | +944.0% | +55.5% | +888.5% | +658.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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