-60.8%
IREN vs IRE
-97.2%
+36.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +39.6% | -19.6% | +0.2% |
| 7D | -9.6% | -27.2% | +17.5% | +0.4% |
| 30D | -44.1% | -75.1% | +31.1% | +2.0% |
| 3M | -42.9% | -77.9% | +34.9% | +5.0% |
| 6M | -64.5% | -94.6% | +30.1% | +11.2% |
| YTD | -42.7% | -91.5% | +48.8% | +18.8% |
| 1Y | -67.7% | -97.8% | +30.1% | +21.7% |
| All | -60.8% | -97.2% | +36.4% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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