-11.5%
IREN vs IBB
+40.5%
-52.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +1.7% | +18.3% | +17.5% |
| 7D | -9.6% | -1.8% | -7.8% | -6.3% |
| 30D | -44.1% | +5.1% | -49.1% | -47.5% |
| 3M | -42.9% | +10.7% | -53.7% | -50.9% |
| 6M | -64.5% | +22.9% | -87.4% | -74.6% |
| YTD | -42.7% | +26.7% | -69.4% | -60.9% |
| 1Y | -67.7% | +35.1% | -102.8% | -80.1% |
| 3Y | +547.9% | +80.2% | +467.7% | +150.2% |
| All | -11.5% | +40.5% | -52.0% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling