+78.5%
IREN vs NTRS
+74.9%
+3.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -5.1% |
| 7D | +4.8% | +0.3% | +4.4% | +4.3% |
| 30D | +9.8% | +0.2% | +9.6% | +9.4% |
| 3M | -15.3% | +13.2% | -28.5% | -24.6% |
| 6M | +14.5% | +36.9% | -22.5% | -16.4% |
| YTD | +15.5% | +39.1% | -23.6% | -16.6% |
| 1Y | +29.8% | +50.4% | -20.7% | -13.2% |
| 3Y | +834.5% | +166.8% | +667.7% | +265.8% |
| All | +78.5% | +74.9% | +3.6% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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