+78.5%
IREN vs ICE
+22.2%
+56.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.5% |
| 7D | +4.8% | -5.3% | +10.1% | +8.7% |
| 30D | +9.8% | +3.0% | +6.8% | +6.7% |
| 3M | -15.3% | +11.4% | -26.7% | -23.0% |
| 6M | +14.5% | -2.0% | +16.5% | +14.1% |
| YTD | +15.5% | -3.1% | +18.7% | +14.0% |
| 1Y | +29.8% | -8.4% | +38.1% | +34.5% |
| 3Y | +834.5% | +40.7% | +793.7% | +532.5% |
| All | +78.5% | +22.2% | +56.3% | +1.8% |
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