+91.9%
IREN vs IYR
+5.4%
+86.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +27.5% | -0.4% | +27.8% | +27.9% |
| 30D | +13.8% | -2.5% | +16.3% | +17.2% |
| 3M | -20.7% | +1.5% | -22.2% | -24.1% |
| 6M | +27.9% | +3.9% | +24.0% | +19.0% |
| YTD | +24.3% | +9.5% | +14.7% | +8.2% |
| 1Y | +79.2% | +7.5% | +71.7% | +58.6% |
| 3Y | +904.9% | +30.8% | +874.1% | +567.3% |
| All | +91.9% | +5.4% | +86.6% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IYR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling