-11.5%
IREN vs IR
+38.7%
-50.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +1.4% | +18.6% | +18.7% |
| 7D | -9.6% | +3.7% | -13.3% | -12.1% |
| 30D | -44.1% | +7.4% | -51.5% | -47.7% |
| 3M | -42.9% | -5.9% | -37.0% | -40.1% |
| 6M | -64.5% | +5.6% | -70.1% | -67.5% |
| YTD | -42.7% | +4.8% | -47.5% | -47.8% |
| 1Y | -67.7% | +6.9% | -74.6% | -71.4% |
| 3Y | +547.9% | +27.6% | +520.4% | +358.3% |
| All | -11.5% | +38.7% | -50.2% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling