-25.7%
IREN vs ICE
+40.5%
-66.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.9% |
| 7D | -16.0% | +3.6% | -19.7% | -17.8% |
| 30D | -40.5% | +15.1% | -55.6% | -46.5% |
| 3M | -59.4% | +15.4% | -74.8% | -63.8% |
| 6M | -67.1% | +16.1% | -83.2% | -71.0% |
| YTD | -51.9% | +11.4% | -63.2% | -57.4% |
| 1Y | -62.7% | +18.5% | -81.1% | -68.8% |
| 3Y | +507.7% | +70.5% | +437.2% | +251.3% |
| All | -25.7% | +40.5% | -66.2% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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