+79.3%
IREN vs JNJ
+87.5%
-8.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.3% |
| 7D | -1.9% | -3.5% | +1.6% | -4.0% |
| 30D | +0.4% | +2.3% | -1.9% | +2.1% |
| 3M | -22.7% | +12.0% | -34.7% | -16.5% |
| 6M | +4.4% | +10.5% | -6.1% | +12.2% |
| YTD | +16.0% | +30.4% | -14.4% | +35.3% |
| 1Y | +33.4% | +52.1% | -18.7% | +67.7% |
| 3Y | +948.6% | +77.8% | +870.8% | +1,314.9% |
| All | +79.3% | +87.5% | -8.2% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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