+904.9%
IREN vs ISRG
+17.7%
+887.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +7.8% |
| 7D | +27.5% | -5.2% | +32.6% | +31.3% |
| 30D | +13.8% | -7.6% | +21.4% | +18.5% |
| 3M | -20.7% | -16.4% | -4.4% | -13.7% |
| 6M | +27.9% | -28.6% | +56.4% | +55.9% |
| YTD | +24.3% | -38.2% | +62.4% | +66.8% |
| 1Y | +79.2% | -25.5% | +104.7% | +101.6% |
| 3Y | +904.9% | +17.4% | +887.5% | +616.1% |
| All | +904.9% | +17.7% | +887.2% | +616.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling