-20.3%
IREN vs NOC
+67.6%
-87.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.6% |
| 7D | +8.0% | +4.5% | +3.5% | +8.8% |
| 30D | -44.0% | +14.1% | -58.1% | -42.7% |
| 3M | -55.4% | -4.5% | -50.9% | -55.3% |
| 6M | -65.6% | -0.8% | -64.8% | -65.2% |
| YTD | -48.4% | -2.5% | -45.9% | -47.2% |
| 1Y | -65.0% | -0.1% | -64.9% | -64.0% |
| 3Y | +558.1% | +24.6% | +533.5% | +638.9% |
| All | -20.3% | +67.6% | -87.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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