+79.3%
IREN vs JPM
+142.9%
-63.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | -0.4% |
| 7D | -1.9% | -0.7% | -1.2% | -1.3% |
| 30D | +0.4% | -2.5% | +2.8% | +2.5% |
| 3M | -22.7% | +14.1% | -36.9% | -33.6% |
| 6M | +4.4% | +25.1% | -20.7% | -19.0% |
| YTD | +16.0% | +12.1% | +3.9% | +0.9% |
| 1Y | +33.4% | +18.8% | +14.6% | +8.5% |
| 3Y | +948.6% | +163.4% | +785.1% | +274.6% |
| All | +79.3% | +142.9% | -63.6% | -46.5% |
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