-67.4%
IREN vs IRM
+19.5%
-86.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.7% | -12.9% | -13.0% |
| 7D | -24.7% | +2.6% | -27.3% | -26.8% |
| 30D | -46.4% | +5.6% | -52.0% | -49.0% |
| 3M | -46.9% | -4.7% | -42.1% | -44.1% |
| 6M | -56.1% | -6.1% | -50.0% | -52.7% |
| YTD | -42.5% | +46.3% | -88.9% | -54.2% |
| 1Y | -67.4% | +18.7% | -86.1% | -72.5% |
| All | -67.4% | +19.5% | -86.9% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling