+78.5%
IREN vs IR
+22.1%
+56.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.2% |
| 7D | +4.8% | -3.1% | +7.8% | +7.9% |
| 30D | +9.8% | -14.0% | +23.8% | +26.0% |
| 3M | -15.3% | +3.7% | -19.0% | -21.0% |
| 6M | +14.5% | -15.4% | +29.9% | +30.1% |
| YTD | +15.5% | -7.7% | +23.2% | +18.9% |
| 1Y | +29.8% | -8.8% | +38.6% | +32.7% |
| 3Y | +834.5% | +5.6% | +828.9% | +708.3% |
| All | +78.5% | +22.1% | +56.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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