+78.5%
IREN vs ORLY
+96.1%
-17.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.8% |
| 7D | +4.8% | -2.1% | +6.9% | +4.9% |
| 30D | +9.8% | -7.6% | +17.4% | +10.1% |
| 3M | -15.3% | -5.5% | -9.8% | -15.1% |
| 6M | +14.5% | -9.7% | +24.2% | +15.5% |
| YTD | +15.5% | -6.2% | +21.8% | +16.0% |
| 1Y | +29.8% | -18.6% | +48.4% | +33.7% |
| 3Y | +834.5% | +33.8% | +800.6% | +705.7% |
| All | +78.5% | +96.1% | -17.7% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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