-67.4%
IREN vs NEM
+50.9%
-118.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +9.9% | -21.1% | -18.2% |
| 7D | -24.7% | +3.7% | -28.4% | -27.3% |
| 30D | -46.4% | +2.0% | -48.3% | -47.6% |
| 3M | -46.9% | +21.1% | -68.0% | -55.1% |
| 6M | -56.1% | +9.5% | -65.6% | -60.0% |
| YTD | -42.5% | +19.1% | -61.6% | -51.1% |
| 1Y | -67.4% | +51.1% | -118.5% | -78.5% |
| All | -67.4% | +50.9% | -118.3% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling