-12.4%
IREN vs IBB
+44.4%
-56.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -5.1% |
| 7D | -2.8% | +2.7% | -5.5% | -5.8% |
| 30D | -39.2% | +6.3% | -45.5% | -43.9% |
| 3M | -48.1% | +11.1% | -59.1% | -55.7% |
| 6M | -65.0% | +29.2% | -94.2% | -76.8% |
| YTD | -43.3% | +30.2% | -73.5% | -62.9% |
| 1Y | -65.7% | +39.5% | -105.2% | -79.8% |
| 3Y | +620.9% | +92.3% | +528.5% | +149.7% |
| All | -12.4% | +44.4% | -56.8% | -42.2% |
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