-25.7%
IREN vs DPZ
-29.8%
+4.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.5% | -9.3% | -8.0% |
| 7D | -16.0% | +2.2% | -18.3% | -17.0% |
| 30D | -40.5% | +15.5% | -56.0% | -45.7% |
| 3M | -59.4% | -2.0% | -57.4% | -59.9% |
| 6M | -67.1% | +12.1% | -79.2% | -71.1% |
| YTD | -51.9% | -16.6% | -35.3% | -48.6% |
| 1Y | -62.7% | -14.6% | -48.1% | -61.2% |
| 3Y | +507.7% | -4.1% | +511.8% | +446.0% |
| All | -25.7% | -29.8% | +4.1% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling