-14.8%
IREN vs NIO
-92.0%
+77.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +6.2% |
| 7D | -4.0% | -1.8% | -2.2% | -2.7% |
| 30D | -40.1% | -6.6% | -33.5% | -37.9% |
| 3M | -47.6% | -29.9% | -17.7% | -38.9% |
| 6M | -62.2% | -46.6% | -15.6% | -50.5% |
| YTD | -44.8% | -36.5% | -8.4% | -34.6% |
| 1Y | -63.7% | -51.1% | -12.5% | -51.8% |
| 3Y | +604.1% | -55.2% | +659.3% | +744.4% |
| All | -14.8% | -92.0% | +77.2% | +65.7% |
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