+78.5%
IREN vs ISRG
-0.2%
+78.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.9% | -5.5% |
| 7D | +4.8% | -2.5% | +7.3% | +6.5% |
| 30D | +9.8% | -10.2% | +19.9% | +18.7% |
| 3M | -15.3% | -12.5% | -2.8% | -9.3% |
| 6M | +14.5% | -25.8% | +40.3% | +40.8% |
| YTD | +15.5% | -36.4% | +51.9% | +61.5% |
| 1Y | +29.8% | -19.9% | +49.7% | +40.4% |
| 3Y | +834.5% | +20.9% | +813.6% | +549.2% |
| All | +78.5% | -0.2% | +78.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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