+547.9%
IREN vs IR
+27.4%
+520.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +1.4% | +18.6% | +18.9% |
| 7D | -9.6% | +3.7% | -13.3% | -11.6% |
| 30D | -44.1% | +7.4% | -51.5% | -47.0% |
| 3M | -42.9% | -5.9% | -37.0% | -40.3% |
| 6M | -64.5% | +5.6% | -70.1% | -66.9% |
| YTD | -42.7% | +4.8% | -47.5% | -46.7% |
| 1Y | -67.7% | +6.9% | -74.6% | -70.6% |
| 3Y | +547.9% | +27.6% | +520.4% | +741.5% |
| All | +547.9% | +27.4% | +520.5% | +741.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling