-25.7%
IREN vs HOOD
+130.4%
-156.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.3% | -2.4% | -3.5% |
| 7D | -16.0% | -3.8% | -12.3% | -13.4% |
| 30D | -40.5% | -23.0% | -17.6% | -26.8% |
| 3M | -59.4% | -21.6% | -37.8% | -51.7% |
| 6M | -67.1% | +1.4% | -68.5% | -68.9% |
| YTD | -51.9% | -31.2% | -20.7% | -40.4% |
| 1Y | -62.7% | -35.9% | -26.7% | -51.7% |
| 3Y | +507.7% | +836.9% | -329.3% | -16.9% |
| All | -25.7% | +130.4% | -156.0% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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