+547.9%
IREN vs ILMN
+88.1%
+459.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +2.5% | +17.6% | +18.9% |
| 7D | -9.6% | -9.7% | 0.0% | -4.7% |
| 30D | -44.1% | -20.4% | -23.7% | -38.1% |
| 3M | -42.9% | +10.0% | -53.0% | -45.1% |
| 6M | -64.5% | +49.5% | -114.0% | -70.1% |
| YTD | -42.7% | +62.5% | -105.2% | -54.1% |
| 1Y | -67.7% | +76.0% | -143.7% | -75.0% |
| 3Y | +547.9% | +94.2% | +453.7% | +335.9% |
| All | +547.9% | +88.1% | +459.9% | +335.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling