-25.7%
IREN vs IT
-42.4%
+16.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.8% |
| 7D | -16.0% | +1.1% | -17.1% | -16.2% |
| 30D | -40.5% | -1.8% | -38.7% | -41.3% |
| 3M | -59.4% | +4.8% | -64.2% | -60.9% |
| 6M | -67.1% | +33.0% | -100.1% | -71.8% |
| YTD | -51.9% | -23.8% | -28.1% | -48.3% |
| 1Y | -62.7% | -16.5% | -46.1% | -62.3% |
| 3Y | +507.7% | -53.6% | +561.3% | +801.5% |
| All | -25.7% | -42.4% | +16.7% | -20.0% |
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