+79.3%
IREN vs HL
+221.9%
-142.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -1.9% | -4.4% | +2.4% | -0.1% |
| 30D | +0.4% | +9.3% | -8.9% | -3.6% |
| 3M | -22.7% | +32.0% | -54.7% | -31.5% |
| 6M | +4.4% | -6.4% | +10.8% | +5.3% |
| YTD | +16.0% | +3.1% | +12.9% | +10.5% |
| 1Y | +33.4% | +77.6% | -44.1% | -3.3% |
| 3Y | +948.6% | +392.8% | +555.7% | +320.7% |
| All | +79.3% | +221.9% | -142.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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