+79.3%
IREN vs ITUB
+218.3%
-139.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | -1.9% | +2.2% | -4.1% | -3.3% |
| 30D | +0.4% | +12.6% | -12.2% | -6.8% |
| 3M | -22.7% | +6.4% | -29.1% | -25.4% |
| 6M | +4.4% | +0.6% | +3.8% | +5.0% |
| YTD | +16.0% | +18.8% | -2.8% | +7.6% |
| 1Y | +33.4% | +31.0% | +2.4% | +16.5% |
| 3Y | +948.6% | +118.1% | +830.5% | +580.8% |
| All | +79.3% | +218.3% | -139.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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