+91.9%
IREN vs IBM
+134.3%
-42.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.5% |
| 7D | +27.5% | +0.3% | +27.2% | +27.3% |
| 30D | +13.8% | -1.5% | +15.3% | +14.5% |
| 3M | -20.7% | -16.8% | -4.0% | -17.1% |
| 6M | +27.9% | -9.0% | +36.9% | +26.1% |
| YTD | +24.3% | -20.1% | +44.3% | +29.8% |
| 1Y | +79.2% | -7.0% | +86.2% | +70.8% |
| 3Y | +904.9% | +72.4% | +832.5% | +528.0% |
| All | +91.9% | +134.3% | -42.3% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling