+78.5%
IREN vs OSCR
+172.6%
-94.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.6% | -6.4% | -4.7% |
| 7D | +4.8% | +1.1% | +3.7% | +4.4% |
| 30D | +9.8% | +16.5% | -6.7% | +3.9% |
| 3M | -15.3% | +17.0% | -32.3% | -20.8% |
| 6M | +14.5% | +145.0% | -130.5% | -20.0% |
| YTD | +15.5% | +126.7% | -111.2% | -17.0% |
| 1Y | +29.8% | +67.2% | -37.5% | +1.1% |
| 3Y | +834.5% | +405.1% | +429.4% | +284.4% |
| All | +78.5% | +172.6% | -94.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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