+85.6%
IREN vs IOVA
-56.7%
+142.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.6% |
| 7D | +14.6% | -2.2% | +16.8% | +15.2% |
| 30D | +17.1% | +31.7% | -14.6% | +9.9% |
| 3M | -16.0% | +117.3% | -133.3% | -32.0% |
| 6M | +16.8% | +55.8% | -39.0% | +0.4% |
| YTD | +20.1% | +208.8% | -188.7% | -14.3% |
| 1Y | +50.3% | +255.7% | -205.4% | +0.6% |
| 3Y | +871.5% | +41.7% | +829.8% | +561.3% |
| All | +85.6% | -56.7% | +142.3% | +74.9% |
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