-14.8%
IREN vs DRI
+84.9%
-99.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | -4.0% | -0.7% | -3.3% | -3.6% |
| 30D | -40.1% | +14.7% | -54.8% | -45.5% |
| 3M | -47.6% | +5.4% | -53.0% | -49.9% |
| 6M | -62.2% | +18.8% | -81.0% | -67.4% |
| YTD | -44.8% | +28.4% | -73.2% | -55.4% |
| 1Y | -63.7% | +37.7% | -101.3% | -72.4% |
| 3Y | +604.1% | +68.0% | +536.1% | +324.3% |
| All | -14.8% | +84.9% | -99.7% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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