+33.4%
IREN vs NEM
+64.8%
-31.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -1.9% | -1.0% | -0.9% | -1.3% |
| 30D | +0.4% | +7.8% | -7.5% | -4.2% |
| 3M | -22.7% | +30.2% | -52.9% | -34.6% |
| 6M | +4.4% | +9.6% | -5.2% | -3.7% |
| YTD | +16.0% | +27.8% | -11.8% | +5.9% |
| 1Y | +33.4% | +60.7% | -27.3% | +30.9% |
| All | +33.4% | +64.8% | -31.4% | +30.9% |
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