+91.9%
IREN vs NVS
+102.7%
-10.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -13.9% | +19.0% | +3.9% |
| 7D | +27.5% | -14.6% | +42.1% | +26.0% |
| 30D | +13.8% | -11.9% | +25.7% | +12.8% |
| 3M | -20.7% | -6.0% | -14.8% | -21.6% |
| 6M | +27.9% | -11.4% | +39.3% | +26.6% |
| YTD | +24.3% | +2.9% | +21.3% | +23.4% |
| 1Y | +79.2% | +10.2% | +68.9% | +78.0% |
| 3Y | +904.9% | +55.3% | +849.6% | +855.1% |
| All | +91.9% | +102.7% | -10.7% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling