+79.3%
IREN vs EQIX
+42.8%
+36.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.6% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | +0.4% | -2.5% | +2.8% | +2.5% |
| 3M | -22.7% | 0.0% | -22.7% | -22.3% |
| 6M | +4.4% | +7.6% | -3.2% | +0.4% |
| YTD | +16.0% | +37.5% | -21.5% | -7.3% |
| 1Y | +33.4% | +32.9% | +0.5% | +9.2% |
| 3Y | +948.6% | +42.8% | +905.8% | +694.8% |
| All | +79.3% | +42.8% | +36.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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