+78.5%
IREN vs IT
-48.8%
+127.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.4% | -3.9% |
| 7D | +4.8% | -12.7% | +17.5% | +7.9% |
| 30D | +9.8% | -8.9% | +18.7% | +11.4% |
| 3M | -15.3% | +10.1% | -25.4% | -20.9% |
| 6M | +14.5% | +7.3% | +7.2% | +5.8% |
| YTD | +15.5% | -32.4% | +47.9% | +30.5% |
| 1Y | +29.8% | -26.6% | +56.4% | +37.2% |
| 3Y | +834.5% | -51.8% | +886.3% | +1,189.7% |
| All | +78.5% | -48.8% | +127.3% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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