-25.7%
IREN vs NTAP
+128.2%
-153.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -4.8% |
| 7D | -16.0% | +7.2% | -23.2% | -20.3% |
| 30D | -40.5% | -18.4% | -22.2% | -30.0% |
| 3M | -59.4% | -11.3% | -48.1% | -55.4% |
| 6M | -67.1% | +53.8% | -120.8% | -77.3% |
| YTD | -51.9% | +72.0% | -123.9% | -70.8% |
| 1Y | -62.7% | +68.0% | -130.7% | -77.0% |
| 3Y | +507.7% | +149.5% | +358.2% | +125.2% |
| All | -25.7% | +128.2% | -153.9% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling