+79.3%
IREN vs OTIS
-11.0%
+90.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.7% |
| 7D | -1.9% | -3.0% | +1.1% | 0.0% |
| 30D | +0.4% | -6.0% | +6.4% | +4.1% |
| 3M | -22.7% | -0.9% | -21.8% | -23.8% |
| 6M | +4.4% | -17.3% | +21.7% | +17.6% |
| YTD | +16.0% | -19.6% | +35.6% | +31.1% |
| 1Y | +33.4% | -21.0% | +54.4% | +51.3% |
| 3Y | +948.6% | -12.1% | +960.6% | +898.4% |
| All | +79.3% | -11.0% | +90.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 10y: compounded portfolio wealth divided by compounded OTIS 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…
10y analysis · Full analysis span regression · 6 months rolling