+71.0%
IREN vs DLTR
+29.2%
+41.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.3% |
| 7D | +26.0% | +2.5% | +23.6% | +25.8% |
| 30D | +14.9% | +2.1% | +12.8% | +14.6% |
| 3M | -27.8% | +20.3% | -48.0% | -30.1% |
| 6M | +1.9% | +11.5% | -9.6% | -1.1% |
| YTD | +18.3% | +6.8% | +11.5% | +16.4% |
| 1Y | +71.0% | +31.1% | +39.9% | +66.1% |
| All | +71.0% | +29.2% | +41.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling