+78.5%
IREN vs IRM
+184.9%
-106.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -2.2% |
| 7D | +4.8% | -1.8% | +6.6% | +6.4% |
| 30D | +9.8% | -7.8% | +17.5% | +17.2% |
| 3M | -15.3% | -7.9% | -7.4% | -8.9% |
| 6M | +14.5% | +6.3% | +8.1% | +11.7% |
| YTD | +15.5% | +38.2% | -22.6% | -7.1% |
| 1Y | +29.8% | +19.8% | +9.9% | +16.0% |
| 3Y | +834.5% | +98.8% | +735.7% | +431.5% |
| All | +78.5% | +184.9% | -106.4% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling