-12.4%
IREN vs IR
+45.2%
-57.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -5.4% |
| 7D | -2.8% | +5.0% | -7.8% | -6.5% |
| 30D | -39.2% | +10.3% | -49.5% | -44.5% |
| 3M | -48.1% | -0.1% | -48.0% | -48.5% |
| 6M | -65.0% | +14.8% | -79.8% | -70.4% |
| YTD | -43.3% | +9.7% | -53.1% | -50.6% |
| 1Y | -65.7% | +12.2% | -77.9% | -71.0% |
| 3Y | +620.9% | +30.0% | +590.9% | +403.6% |
| All | -12.4% | +45.2% | -57.6% | -55.0% |
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