+82.7%
IREN vs NSC
+33.0%
+49.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.0% |
| 7D | +26.0% | -5.5% | +31.5% | +30.3% |
| 30D | +14.9% | -3.2% | +18.1% | +16.8% |
| 3M | -27.8% | +7.7% | -35.4% | -32.5% |
| 6M | +1.9% | +4.5% | -2.6% | -2.2% |
| YTD | +18.3% | +15.6% | +2.7% | +5.3% |
| 1Y | +71.0% | +19.8% | +51.2% | +46.7% |
| 3Y | +882.0% | +70.1% | +811.9% | +541.1% |
| All | +82.7% | +33.0% | +49.7% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling