+547.9%
IREN vs JD
+16.8%
+531.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +1.6% | +18.4% | +19.2% |
| 7D | -9.6% | +13.4% | -23.0% | -15.5% |
| 30D | -44.1% | +7.7% | -51.8% | -46.4% |
| 3M | -42.9% | -11.3% | -31.7% | -40.1% |
| 6M | -64.5% | -5.1% | -59.4% | -64.4% |
| YTD | -42.7% | +5.0% | -47.8% | -45.3% |
| 1Y | -67.7% | -5.6% | -62.0% | -67.3% |
| 3Y | +547.9% | +17.8% | +530.1% | +483.4% |
| All | +547.9% | +16.8% | +531.1% | +483.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling