-25.7%
IREN vs HIG
+113.6%
-139.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | -16.0% | +2.6% | -18.6% | -16.5% |
| 30D | -40.5% | +4.2% | -44.7% | -41.5% |
| 3M | -59.4% | +0.2% | -59.6% | -59.7% |
| 6M | -67.1% | +4.6% | -71.7% | -68.4% |
| YTD | -51.9% | +1.1% | -53.0% | -53.6% |
| 1Y | -62.7% | +4.7% | -67.3% | -64.9% |
| 3Y | +507.7% | +95.5% | +412.2% | +269.9% |
| All | -25.7% | +113.6% | -139.3% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling