-25.7%
IREN vs ISRG
+22.8%
-48.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.6% | -7.4% |
| 7D | -16.0% | -2.0% | -14.0% | -14.6% |
| 30D | -40.5% | +5.6% | -46.1% | -44.2% |
| 3M | -59.4% | +10.5% | -70.0% | -63.8% |
| 6M | -67.1% | +2.6% | -69.7% | -70.2% |
| YTD | -51.9% | -21.7% | -30.2% | -44.6% |
| 1Y | -62.7% | -21.6% | -41.1% | -57.3% |
| 3Y | +507.7% | +57.0% | +450.7% | +226.2% |
| All | -25.7% | +22.8% | -48.5% | -55.2% |
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