-12.4%
IREN vs ISRG
+27.5%
-40.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.3% |
| 7D | -2.8% | +5.4% | -8.2% | -8.0% |
| 30D | -39.2% | +8.6% | -47.8% | -44.2% |
| 3M | -48.1% | +21.6% | -69.7% | -57.3% |
| 6M | -65.0% | +2.3% | -67.3% | -68.0% |
| YTD | -43.3% | -18.7% | -24.6% | -36.6% |
| 1Y | -65.7% | -17.8% | -47.9% | -62.2% |
| 3Y | +620.9% | +69.1% | +551.8% | +261.1% |
| All | -12.4% | +27.5% | -40.0% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling