+91.9%
IREN vs IOVA
-55.4%
+147.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +5.3% |
| 7D | +27.5% | +5.1% | +22.4% | +26.1% |
| 30D | +13.8% | +37.2% | -23.4% | +5.8% |
| 3M | -20.7% | +117.5% | -138.2% | -35.8% |
| 6M | +27.9% | +69.6% | -41.7% | +7.8% |
| YTD | +24.3% | +218.7% | -194.4% | -12.0% |
| 1Y | +79.2% | +265.5% | -186.4% | +19.2% |
| 3Y | +904.9% | +46.2% | +858.7% | +579.1% |
| All | +91.9% | -55.4% | +147.3% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling