+904.9%
IREN vs IBM
+72.8%
+832.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.4% |
| 7D | +27.5% | +0.3% | +27.2% | +27.3% |
| 30D | +13.8% | -1.5% | +15.3% | +14.4% |
| 3M | -20.7% | -16.8% | -4.0% | -17.5% |
| 6M | +27.9% | -9.0% | +36.9% | +26.5% |
| YTD | +24.3% | -20.1% | +44.3% | +30.1% |
| 1Y | +79.2% | -7.0% | +86.2% | +72.6% |
| 3Y | +904.9% | +72.4% | +832.5% | +600.6% |
| All | +904.9% | +72.8% | +832.2% | +600.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling