+82.7%
IREN vs ILMN
-40.6%
+123.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.8% | +8.1% |
| 7D | +26.0% | +1.2% | +24.8% | +25.2% |
| 30D | +14.9% | +9.2% | +5.7% | +9.1% |
| 3M | -27.8% | +29.8% | -57.6% | -38.4% |
| 6M | +1.9% | +69.2% | -67.3% | -25.7% |
| YTD | +18.3% | +66.4% | -48.1% | -14.7% |
| 1Y | +71.0% | +123.4% | -52.4% | -0.5% |
| 3Y | +882.0% | +33.2% | +848.8% | +653.6% |
| All | +82.7% | -40.6% | +123.4% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling