+85.6%
IREN vs IYR
+4.2%
+81.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.1% |
| 7D | +14.6% | -0.9% | +15.5% | +15.8% |
| 30D | +17.1% | -2.4% | +19.5% | +20.3% |
| 3M | -16.0% | -2.0% | -14.0% | -15.8% |
| 6M | +16.8% | +2.5% | +14.3% | +10.3% |
| YTD | +20.1% | +8.3% | +11.8% | +6.0% |
| 1Y | +50.3% | +6.5% | +43.8% | +34.4% |
| 3Y | +871.5% | +29.3% | +842.2% | +553.4% |
| All | +85.6% | +4.2% | +81.4% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling