+85.6%
IREN vs NEM
+153.4%
-67.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -4.0% |
| 7D | +14.6% | +3.1% | +11.5% | +12.6% |
| 30D | +17.1% | +10.0% | +7.1% | +11.1% |
| 3M | -16.0% | +30.9% | -46.9% | -27.5% |
| 6M | +16.8% | +10.5% | +6.3% | +9.3% |
| YTD | +20.1% | +29.7% | -9.6% | +4.9% |
| 1Y | +50.3% | +71.1% | -20.8% | +12.2% |
| 3Y | +871.5% | +252.1% | +619.4% | +376.0% |
| All | +85.6% | +153.4% | -67.9% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling