-25.7%
IREN vs IBM
+151.2%
-176.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.1% |
| 7D | -16.0% | +1.6% | -17.6% | -16.5% |
| 30D | -40.5% | +9.2% | -49.7% | -42.3% |
| 3M | -59.4% | +4.9% | -64.3% | -60.2% |
| 6M | -67.1% | +16.8% | -83.8% | -70.8% |
| YTD | -51.9% | -14.3% | -37.6% | -51.1% |
| 1Y | -62.7% | -16.7% | -45.9% | -61.3% |
| 3Y | +507.7% | +82.2% | +425.5% | +272.4% |
| All | -25.7% | +151.2% | -176.9% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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