+85.6%
IREN vs JD
-63.7%
+149.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.9% | -2.2% |
| 7D | +14.6% | -3.0% | +17.6% | +16.1% |
| 30D | +17.1% | -19.3% | +36.4% | +28.0% |
| 3M | -16.0% | -6.0% | -10.0% | -14.4% |
| 6M | +16.8% | +1.8% | +15.0% | +14.7% |
| YTD | +20.1% | -2.6% | +22.7% | +20.2% |
| 1Y | +50.3% | -17.4% | +67.7% | +61.8% |
| 3Y | +871.5% | -8.6% | +880.1% | +856.0% |
| All | +85.6% | -63.7% | +149.3% | +149.8% |
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