+507.7%
IREN vs NEM
+252.4%
+255.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.2% | -6.9% |
| 7D | -16.0% | -6.4% | -9.6% | -13.1% |
| 30D | -40.5% | +1.4% | -42.0% | -41.5% |
| 3M | -59.4% | -0.7% | -58.7% | -59.5% |
| 6M | -67.1% | -4.5% | -62.6% | -66.7% |
| YTD | -51.9% | +14.0% | -65.9% | -54.4% |
| 1Y | -62.7% | +27.3% | -89.9% | -66.0% |
| 3Y | +507.7% | +250.5% | +257.2% | +288.9% |
| All | +507.7% | +252.4% | +255.3% | +288.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling