-11.5%
IREN vs DPZ
-31.3%
+19.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.2% | +22.2% | +21.1% |
| 7D | -9.6% | +6.6% | -16.2% | -13.3% |
| 30D | -44.1% | +10.3% | -54.4% | -47.7% |
| 3M | -42.9% | -6.2% | -36.8% | -42.3% |
| 6M | -64.5% | +4.2% | -68.8% | -67.4% |
| YTD | -42.7% | -18.4% | -24.3% | -38.1% |
| 1Y | -67.7% | -14.9% | -52.7% | -66.6% |
| 3Y | +547.9% | -4.6% | +552.5% | +480.4% |
| All | -11.5% | -31.3% | +19.8% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling