+507.7%
IREN vs IRM
+112.1%
+395.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.1% |
| 7D | -16.0% | +6.8% | -22.8% | -20.7% |
| 30D | -40.5% | +2.6% | -43.2% | -41.2% |
| 3M | -59.4% | -9.5% | -49.9% | -55.5% |
| 6M | -67.1% | -8.5% | -58.6% | -63.8% |
| YTD | -51.9% | +40.3% | -92.2% | -60.2% |
| 1Y | -62.7% | +28.7% | -91.3% | -67.3% |
| 3Y | +507.7% | +111.8% | +395.9% | +315.4% |
| All | +507.7% | +112.1% | +395.6% | +315.4% |
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 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