+82.7%
IREN vs HBM
+285.5%
-202.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.9% |
| 7D | +26.0% | -6.4% | +32.4% | +31.0% |
| 30D | +14.9% | +5.9% | +9.0% | +10.7% |
| 3M | -27.8% | -8.9% | -18.9% | -24.0% |
| 6M | +1.9% | +10.7% | -8.8% | -5.4% |
| YTD | +18.3% | +38.3% | -20.0% | -3.3% |
| 1Y | +71.0% | +121.3% | -50.3% | +6.0% |
| 3Y | +882.0% | +450.6% | +431.4% | +233.9% |
| All | +82.7% | +285.5% | -202.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling