+91.9%
IREN vs NEM
+150.2%
-58.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.5% |
| 7D | +27.5% | +3.9% | +23.6% | +24.8% |
| 30D | +13.8% | +12.7% | +1.1% | +6.4% |
| 3M | -20.7% | +28.7% | -49.4% | -30.9% |
| 6M | +27.9% | +9.8% | +18.1% | +20.2% |
| YTD | +24.3% | +28.1% | -3.9% | +9.3% |
| 1Y | +79.2% | +69.3% | +9.8% | +34.6% |
| 3Y | +904.9% | +247.7% | +657.3% | +396.0% |
| All | +91.9% | +150.2% | -58.3% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling