+85.6%
IREN vs IBM
+142.2%
-56.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.7% | -4.5% |
| 7D | +14.6% | +3.6% | +11.0% | +13.1% |
| 30D | +17.1% | +1.5% | +15.6% | +16.4% |
| 3M | -16.0% | -12.9% | -3.1% | -13.9% |
| 6M | +16.8% | -3.9% | +20.7% | +12.5% |
| YTD | +20.1% | -17.3% | +37.5% | +23.9% |
| 1Y | +50.3% | -5.0% | +55.3% | +42.4% |
| 3Y | +871.5% | +78.2% | +793.3% | +499.5% |
| All | +85.6% | +142.2% | -56.6% | -12.4% |
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