+79.3%
IREN vs NVS
+101.9%
-22.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | -1.9% | -14.3% | +12.4% | -3.0% |
| 30D | +0.4% | -10.0% | +10.3% | -0.4% |
| 3M | -22.7% | -10.9% | -11.8% | -23.4% |
| 6M | +4.4% | -12.0% | +16.4% | +3.3% |
| YTD | +16.0% | +2.5% | +13.5% | +15.2% |
| 1Y | +33.4% | +10.7% | +22.7% | +32.4% |
| 3Y | +948.6% | +53.3% | +895.3% | +898.9% |
| All | +79.3% | +101.9% | -22.6% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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