+79.3%
IREN vs DTE
+37.6%
+41.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -1.9% | -2.6% | +0.7% | -1.5% |
| 30D | +0.4% | -4.4% | +4.8% | +1.0% |
| 3M | -22.7% | -8.3% | -14.4% | -22.2% |
| 6M | +4.4% | -8.1% | +12.5% | +4.8% |
| YTD | +16.0% | +4.4% | +11.6% | +12.6% |
| 1Y | +33.4% | +0.2% | +33.3% | +31.1% |
| 3Y | +948.6% | +42.6% | +906.0% | +805.5% |
| All | +79.3% | +37.6% | +41.6% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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