+79.3%
IREN vs HBM
+272.8%
-193.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -1.9% | -3.3% | +1.4% | 0.0% |
| 30D | +0.4% | -4.8% | +5.2% | +3.1% |
| 3M | -22.7% | -0.4% | -22.3% | -23.2% |
| 6M | +4.4% | +17.9% | -13.5% | -6.8% |
| YTD | +16.0% | +33.7% | -17.7% | -3.2% |
| 1Y | +33.4% | +95.6% | -62.2% | -11.1% |
| 3Y | +948.6% | +458.1% | +490.4% | +255.1% |
| All | +79.3% | +272.8% | -193.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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