+79.3%
IREN vs NLY
+23.2%
+56.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -1.9% | -4.0% | +2.1% | +1.5% |
| 30D | +0.4% | -5.2% | +5.6% | +5.0% |
| 3M | -22.7% | +2.8% | -25.5% | -24.8% |
| 6M | +4.4% | +4.2% | +0.2% | +0.4% |
| YTD | +16.0% | +4.7% | +11.4% | +11.9% |
| 1Y | +33.4% | +12.7% | +20.7% | +19.9% |
| 3Y | +948.6% | +62.5% | +886.0% | +597.4% |
| All | +79.3% | +23.2% | +56.1% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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