-25.7%
IREN vs IOVA
-60.2%
+34.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -7.1% |
| 7D | -16.0% | -3.5% | -12.6% | -15.3% |
| 30D | -40.5% | -45.4% | +4.8% | -32.4% |
| 3M | -59.4% | +19.0% | -78.4% | -61.9% |
| 6M | -67.1% | +112.0% | -179.1% | -74.0% |
| YTD | -51.9% | +184.2% | -236.1% | -65.8% |
| 1Y | -62.7% | +222.0% | -284.6% | -74.3% |
| 3Y | +507.7% | +92.6% | +415.1% | +273.4% |
| All | -25.7% | -60.2% | +34.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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