-25.7%
IREN vs DLR
+32.4%
-58.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -4.9% |
| 7D | -16.0% | +3.3% | -19.4% | -18.8% |
| 30D | -40.5% | +4.6% | -45.1% | -42.7% |
| 3M | -59.4% | -8.3% | -51.1% | -55.5% |
| 6M | -67.1% | -5.6% | -61.4% | -65.1% |
| YTD | -51.9% | +18.7% | -70.6% | -58.4% |
| 1Y | -62.7% | +17.1% | -79.8% | -67.1% |
| 3Y | +507.7% | +54.4% | +453.3% | +336.3% |
| All | -25.7% | +32.4% | -58.1% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling