-25.7%
IREN vs IYR
+6.3%
-32.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -16.0% | +0.6% | -16.6% | -16.6% |
| 30D | -40.5% | +6.6% | -47.1% | -45.2% |
| 3M | -59.4% | -1.8% | -57.6% | -59.0% |
| 6M | -67.1% | +1.4% | -68.5% | -68.9% |
| YTD | -51.9% | +10.5% | -62.4% | -58.9% |
| 1Y | -62.7% | +10.6% | -73.3% | -68.2% |
| 3Y | +507.7% | +41.8% | +465.9% | +253.3% |
| All | -25.7% | +6.3% | -32.0% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling