-12.4%
IREN vs IBM
+148.4%
-160.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | -2.8% | -2.5% | -0.2% | -1.9% |
| 30D | -39.2% | +8.4% | -47.5% | -40.8% |
| 3M | -48.1% | +4.5% | -52.5% | -49.0% |
| 6M | -65.0% | +7.9% | -72.9% | -67.8% |
| YTD | -43.3% | -15.2% | -28.1% | -42.2% |
| 1Y | -65.7% | -17.6% | -48.1% | -64.3% |
| 3Y | +620.9% | +82.1% | +538.8% | +340.4% |
| All | -12.4% | +148.4% | -160.9% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling