+948.6%
IREN vs NVS
+54.2%
+894.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | -1.9% | -14.3% | +12.4% | -5.2% |
| 30D | +0.4% | -10.0% | +10.3% | -1.8% |
| 3M | -22.7% | -10.9% | -11.8% | -24.3% |
| 6M | +4.4% | -12.0% | +16.4% | +1.7% |
| YTD | +16.0% | +2.5% | +13.5% | +17.4% |
| 1Y | +33.4% | +10.7% | +22.7% | +37.6% |
| 3Y | +948.6% | +53.3% | +895.3% | +1,087.4% |
| All | +948.6% | +54.2% | +894.3% | +1,087.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling