+91.9%
IREN vs HAS
+10.8%
+81.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.4% | +6.6% |
| 7D | +27.5% | -3.1% | +30.6% | +29.9% |
| 30D | +13.8% | -2.7% | +16.5% | +15.3% |
| 3M | -20.7% | +8.9% | -29.6% | -26.4% |
| 6M | +27.9% | -2.9% | +30.8% | +27.5% |
| YTD | +24.3% | +12.6% | +11.6% | +10.3% |
| 1Y | +79.2% | +17.5% | +61.7% | +52.8% |
| 3Y | +904.9% | +46.2% | +858.7% | +586.5% |
| All | +91.9% | +10.8% | +81.2% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HAS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling