-25.7%
IREN vs HBM
+200.6%
-226.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.0% |
| 7D | -16.0% | +2.2% | -18.3% | -17.4% |
| 30D | -40.5% | -11.8% | -28.7% | -35.2% |
| 3M | -59.4% | -19.2% | -40.2% | -53.2% |
| 6M | -67.1% | -22.9% | -44.2% | -61.3% |
| YTD | -51.9% | +7.8% | -59.7% | -53.6% |
| 1Y | -62.7% | +34.9% | -97.6% | -68.5% |
| 3Y | +507.7% | +422.2% | +85.5% | +116.5% |
| All | -25.7% | +200.6% | -226.3% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling