-20.3%
IREN vs DT
-36.2%
+15.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -8.0% | -7.4% |
| 7D | +8.0% | +2.7% | +5.3% | +6.4% |
| 30D | -44.0% | -30.4% | -13.7% | -31.8% |
| 3M | -55.4% | -9.4% | -46.0% | -54.0% |
| 6M | -65.6% | +14.5% | -80.1% | -70.5% |
| YTD | -48.4% | +3.6% | -52.0% | -54.5% |
| 1Y | -65.0% | -3.4% | -61.6% | -67.5% |
| 3Y | +558.1% | -11.1% | +569.2% | +524.4% |
| All | -20.3% | -36.2% | +15.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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