+948.6%
IREN vs HUM
-9.4%
+957.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | +0.2% |
| 7D | -1.9% | +2.1% | -4.0% | -2.1% |
| 30D | +0.4% | +5.4% | -5.0% | -0.1% |
| 3M | -22.7% | +11.4% | -34.1% | -23.3% |
| 6M | +4.4% | +141.5% | -137.1% | -1.9% |
| YTD | +16.0% | +61.2% | -45.1% | +10.9% |
| 1Y | +33.4% | +49.2% | -15.7% | +28.0% |
| 3Y | +948.6% | -9.0% | +957.6% | +982.9% |
| All | +948.6% | -9.4% | +957.9% | +982.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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