-25.7%
IREN vs IBB
+39.7%
-65.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.1% |
| 7D | -16.0% | -0.5% | -15.5% | -15.3% |
| 30D | -40.5% | +4.6% | -45.1% | -43.4% |
| 3M | -59.4% | +6.8% | -66.2% | -63.2% |
| 6M | -67.1% | +23.1% | -90.2% | -76.5% |
| YTD | -51.9% | +26.0% | -77.9% | -66.9% |
| 1Y | -62.7% | +30.4% | -93.0% | -75.5% |
| 3Y | +507.7% | +85.4% | +422.3% | +122.9% |
| All | -25.7% | +39.7% | -65.4% | -48.4% |
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