+85.6%
IREN vs IRM
+190.7%
-105.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | +14.6% | +3.0% | +11.5% | +12.1% |
| 30D | +17.1% | -5.2% | +22.3% | +22.4% |
| 3M | -16.0% | -8.0% | -8.0% | -9.6% |
| 6M | +16.8% | +9.2% | +7.7% | +11.7% |
| YTD | +20.1% | +41.0% | -20.9% | -5.0% |
| 1Y | +50.3% | +23.3% | +27.0% | +31.5% |
| 3Y | +871.5% | +102.8% | +768.7% | +443.7% |
| All | +85.6% | +190.7% | -105.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling