+551.5%
IREN vs ICE
+68.8%
+482.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.1% |
| 7D | +8.0% | +2.2% | +5.8% | +7.3% |
| 30D | -44.0% | +13.7% | -57.7% | -47.1% |
| 3M | -55.4% | +17.9% | -73.3% | -59.0% |
| 6M | -65.6% | +15.0% | -80.5% | -67.6% |
| YTD | -48.4% | +10.9% | -59.4% | -51.6% |
| 1Y | -65.0% | +17.0% | -82.0% | -69.0% |
| All | +551.5% | +68.8% | +482.7% | +387.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling