+904.9%
IREN vs IRM
+101.2%
+803.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.6% |
| 7D | +27.5% | +1.6% | +25.8% | +25.7% |
| 30D | +13.8% | -4.2% | +18.0% | +18.1% |
| 3M | -20.7% | -5.4% | -15.3% | -16.5% |
| 6M | +27.9% | +12.0% | +15.9% | +20.4% |
| YTD | +24.3% | +42.0% | -17.8% | -1.6% |
| 1Y | +79.2% | +29.9% | +49.3% | +52.7% |
| 3Y | +904.9% | +104.4% | +800.6% | +389.1% |
| All | +904.9% | +101.2% | +803.7% | +389.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling