+78.5%
IREN vs NYT
+45.7%
+32.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +4.8% | -0.7% | +5.5% | +5.3% |
| 30D | +9.8% | +4.5% | +5.3% | +6.8% |
| 3M | -15.3% | -8.5% | -6.8% | -13.3% |
| 6M | +14.5% | -15.1% | +29.5% | +22.6% |
| YTD | +15.5% | -3.3% | +18.8% | +11.3% |
| 1Y | +29.8% | +17.0% | +12.8% | +5.3% |
| 3Y | +834.5% | +55.7% | +778.8% | +463.2% |
| All | +78.5% | +45.7% | +32.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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