+79.3%
IREN vs HUBB
+137.7%
-58.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -1.3% |
| 7D | -1.9% | -0.1% | -1.8% | -1.8% |
| 30D | +0.4% | -10.0% | +10.3% | +11.5% |
| 3M | -22.7% | -1.6% | -21.1% | -21.7% |
| 6M | +4.4% | -3.1% | +7.5% | +6.5% |
| YTD | +16.0% | +4.6% | +11.5% | +11.5% |
| 1Y | +33.4% | +3.3% | +30.1% | +29.6% |
| 3Y | +948.6% | +46.6% | +902.0% | +685.2% |
| All | +79.3% | +137.7% | -58.4% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling