-59.4%
IREN vs NEM
-1.4%
-58.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.2% | -6.9% |
| 7D | -16.0% | -6.4% | -9.6% | -13.6% |
| 30D | -40.5% | +1.4% | -42.0% | -40.0% |
| 3M | -59.4% | -0.7% | -58.7% | -58.5% |
| All | -59.4% | -1.4% | -58.0% | -58.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling