+985.4%
IREN vs JPM
+161.8%
+823.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.7% | -3.7% |
| 7D | +14.6% | -0.4% | +15.0% | +14.9% |
| 30D | +17.1% | -1.4% | +18.5% | +18.4% |
| 3M | -16.0% | +13.9% | -30.0% | -28.1% |
| 6M | +16.8% | +23.5% | -6.7% | -9.4% |
| YTD | +20.1% | +11.6% | +8.5% | +4.4% |
| 1Y | +50.3% | +21.4% | +28.9% | +17.2% |
| All | +985.4% | +161.8% | +823.6% | +212.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling