-12.4%
IREN vs NIO
-91.6%
+79.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -2.8% | +6.9% | -9.7% | -5.2% |
| 30D | -39.2% | -4.7% | -34.4% | -37.5% |
| 3M | -48.1% | -28.1% | -20.0% | -40.3% |
| 6M | -65.0% | -41.7% | -23.3% | -55.9% |
| YTD | -43.3% | -33.1% | -10.2% | -34.3% |
| 1Y | -65.7% | -50.3% | -15.4% | -54.9% |
| 3Y | +620.9% | -54.4% | +675.2% | +757.2% |
| All | -12.4% | -91.6% | +79.2% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling