-12.4%
IREN vs HAS
+48.3%
-60.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.1% |
| 7D | -2.8% | +2.2% | -4.9% | -4.2% |
| 30D | -39.2% | +29.6% | -68.7% | -48.6% |
| 3M | -48.1% | +30.3% | -78.3% | -56.7% |
| 6M | -65.0% | +25.6% | -90.6% | -70.7% |
| YTD | -43.3% | +50.8% | -94.1% | -58.6% |
| 1Y | -65.7% | +63.0% | -128.7% | -76.4% |
| 3Y | +620.9% | +211.6% | +409.3% | +168.2% |
| All | -12.4% | +48.3% | -60.7% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling