-12.4%
IREN vs ILMN
-39.9%
+27.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -3.1% |
| 7D | -2.8% | -2.6% | -0.2% | -0.2% |
| 30D | -39.2% | -20.6% | -18.5% | -30.4% |
| 3M | -48.1% | +17.5% | -65.5% | -53.1% |
| 6M | -65.0% | +55.6% | -120.6% | -73.5% |
| YTD | -43.3% | +68.3% | -111.6% | -59.8% |
| 1Y | -65.7% | +81.1% | -146.8% | -76.7% |
| 3Y | +620.9% | +112.2% | +508.7% | +290.8% |
| All | -12.4% | -39.9% | +27.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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