+91.9%
IREN vs DLTR
-6.4%
+98.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.6% | +10.7% | +6.7% |
| 7D | +27.5% | -5.8% | +33.3% | +29.5% |
| 30D | +13.8% | -5.2% | +19.1% | +15.1% |
| 3M | -20.7% | +15.2% | -35.9% | -25.2% |
| 6M | +27.9% | +7.1% | +20.7% | +22.3% |
| YTD | +24.3% | +0.8% | +23.4% | +21.1% |
| 1Y | +79.2% | +24.8% | +54.4% | +60.9% |
| 3Y | +904.9% | +6.9% | +898.0% | +853.3% |
| All | +91.9% | -6.4% | +98.4% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling