-14.8%
IREN vs IBM
+152.3%
-167.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.1% |
| 7D | -4.0% | -1.7% | -2.3% | -3.3% |
| 30D | -40.1% | +10.1% | -50.2% | -42.1% |
| 3M | -47.6% | +4.8% | -52.4% | -48.6% |
| 6M | -62.2% | +12.6% | -74.8% | -65.9% |
| YTD | -44.8% | -13.9% | -30.9% | -44.0% |
| 1Y | -63.7% | -18.7% | -45.0% | -61.7% |
| 3Y | +604.1% | +81.9% | +522.1% | +332.5% |
| All | -14.8% | +152.3% | -167.0% | -60.4% |
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 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