-25.7%
IREN vs JPM
+137.2%
-162.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.7% |
| 7D | -16.0% | +3.5% | -19.5% | -19.1% |
| 30D | -40.5% | +3.3% | -43.8% | -42.9% |
| 3M | -59.4% | -4.2% | -55.2% | -58.2% |
| 6M | -67.1% | +16.4% | -83.5% | -72.8% |
| YTD | -51.9% | +9.5% | -61.4% | -57.6% |
| 1Y | -62.7% | +14.0% | -76.7% | -68.8% |
| 3Y | +507.7% | +153.1% | +354.6% | +122.9% |
| All | -25.7% | +137.2% | -162.9% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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