+507.7%
IREN vs HUBB
+57.0%
+450.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.5% |
| 7D | -16.0% | +1.8% | -17.8% | -17.6% |
| 30D | -40.5% | -7.7% | -32.9% | -34.4% |
| 3M | -59.4% | -13.6% | -45.8% | -51.8% |
| 6M | -67.1% | -9.1% | -57.9% | -63.1% |
| YTD | -51.9% | -0.7% | -51.2% | -51.2% |
| 1Y | -62.7% | +1.1% | -63.7% | -62.8% |
| 3Y | +507.7% | +56.2% | +451.5% | +564.2% |
| All | +507.7% | +57.0% | +450.7% | +564.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling