+79.3%
IREN vs HIG
+111.9%
-32.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -1.9% | -1.5% | -0.4% | -1.5% |
| 30D | +0.4% | -0.4% | +0.7% | +0.2% |
| 3M | -22.7% | +6.7% | -29.4% | -25.8% |
| 6M | +4.4% | +2.0% | +2.4% | +1.5% |
| YTD | +16.0% | +0.3% | +15.8% | +12.6% |
| 1Y | +33.4% | +4.2% | +29.2% | +25.6% |
| 3Y | +948.6% | +102.2% | +846.3% | +524.6% |
| All | +79.3% | +111.9% | -32.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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