+91.9%
IREN vs IBB
+36.3%
+55.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +8.2% |
| 7D | +27.5% | -1.7% | +29.1% | +30.3% |
| 30D | +13.8% | +4.9% | +9.0% | +5.5% |
| 3M | -20.7% | +24.2% | -44.9% | -44.5% |
| 6M | +27.9% | +23.8% | +4.0% | -9.4% |
| YTD | +24.3% | +23.0% | +1.3% | -11.7% |
| 1Y | +79.2% | +46.2% | +33.0% | -4.0% |
| 3Y | +904.9% | +64.8% | +840.1% | +350.3% |
| All | +91.9% | +36.3% | +55.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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