-25.7%
IREN vs ILMN
-43.7%
+18.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.0% |
| 7D | -16.0% | -2.9% | -13.2% | -14.6% |
| 30D | -40.5% | -23.8% | -16.7% | -30.3% |
| 3M | -59.4% | +7.5% | -66.9% | -61.4% |
| 6M | -67.1% | +42.8% | -109.8% | -73.7% |
| YTD | -51.9% | +57.8% | -109.7% | -64.6% |
| 1Y | -62.7% | +72.6% | -135.3% | -73.9% |
| 3Y | +507.7% | +129.3% | +378.4% | +210.8% |
| All | -25.7% | -43.7% | +18.0% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling