-67.4%
IREN vs DVA
+62.2%
-129.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +5.8% | -17.0% | -10.7% |
| 7D | -24.7% | +4.7% | -29.5% | -24.3% |
| 30D | -46.4% | +7.8% | -54.2% | -45.9% |
| 3M | -46.9% | -15.5% | -31.4% | -47.1% |
| 6M | -56.1% | +25.0% | -81.2% | -56.1% |
| YTD | -42.5% | +69.6% | -112.1% | -35.9% |
| 1Y | -67.4% | +60.6% | -128.0% | -64.9% |
| All | -67.4% | +62.2% | -129.6% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling