-25.7%
IREN vs HPE
+279.6%
-305.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.7% | -3.0% | -4.1% |
| 7D | -16.0% | +7.9% | -23.9% | -20.6% |
| 30D | -40.5% | -23.5% | -17.1% | -27.2% |
| 3M | -59.4% | -19.1% | -40.3% | -53.4% |
| 6M | -67.1% | +51.4% | -118.5% | -76.7% |
| YTD | -51.9% | +103.4% | -155.3% | -73.4% |
| 1Y | -62.7% | +114.4% | -177.0% | -80.3% |
| 3Y | +507.7% | +224.7% | +283.0% | +126.4% |
| All | -25.7% | +279.6% | -305.3% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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