+985.4%
IREN vs NSC
+75.0%
+910.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.6% |
| 7D | +14.6% | -2.0% | +16.6% | +15.9% |
| 30D | +17.1% | -3.2% | +20.3% | +18.9% |
| 3M | -16.0% | +3.9% | -19.9% | -19.3% |
| 6M | +16.8% | +7.8% | +9.0% | +9.7% |
| YTD | +20.1% | +13.4% | +6.7% | +8.6% |
| 1Y | +50.3% | +20.3% | +30.0% | +28.7% |
| All | +985.4% | +75.0% | +910.4% | +509.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling