+79.3%
IREN vs NTAP
+150.2%
-70.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.1% | -5.6% |
| 7D | -1.9% | +7.4% | -9.3% | -7.0% |
| 30D | +0.4% | -1.4% | +1.7% | +0.7% |
| 3M | -22.7% | +24.6% | -47.3% | -35.5% |
| 6M | +4.4% | +105.9% | -101.5% | -44.6% |
| YTD | +16.0% | +88.5% | -72.5% | -35.1% |
| 1Y | +33.4% | +62.1% | -28.7% | -14.6% |
| 3Y | +948.6% | +169.1% | +779.5% | +267.8% |
| All | +79.3% | +150.2% | -70.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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