-19.3%
IREN vs JD
-62.0%
+42.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.2% | -7.6% | -7.7% |
| 7D | -19.3% | +5.2% | -24.5% | -21.4% |
| 30D | -43.9% | +4.5% | -48.4% | -45.2% |
| 3M | -49.1% | -15.4% | -33.7% | -45.8% |
| 6M | -67.8% | -6.0% | -61.7% | -67.5% |
| YTD | -47.8% | +2.2% | -49.9% | -49.1% |
| 1Y | -67.2% | -6.7% | -60.6% | -66.7% |
| 3Y | +566.6% | +20.5% | +546.0% | +485.1% |
| All | -19.3% | -62.0% | +42.7% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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