+91.9%
IREN vs HUBB
+139.9%
-48.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +4.2% |
| 7D | +27.5% | +4.8% | +22.6% | +21.9% |
| 30D | +13.8% | -9.3% | +23.1% | +25.4% |
| 3M | -20.7% | -3.9% | -16.8% | -17.7% |
| 6M | +27.9% | -0.8% | +28.7% | +27.5% |
| YTD | +24.3% | +5.6% | +18.7% | +18.2% |
| 1Y | +79.2% | +7.7% | +71.4% | +67.1% |
| 3Y | +904.9% | +47.5% | +857.5% | +647.7% |
| All | +91.9% | +139.9% | -48.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HUBB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling