-14.8%
IREN vs OUST
-46.8%
+32.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | -4.0% | +14.0% | -18.0% | -8.1% |
| 30D | -40.1% | +2.5% | -42.7% | -40.8% |
| 3M | -47.6% | -15.3% | -32.3% | -44.7% |
| 6M | -62.2% | +42.6% | -104.8% | -69.3% |
| YTD | -44.8% | +76.6% | -121.4% | -59.1% |
| 1Y | -63.7% | +54.1% | -117.7% | -71.5% |
| 3Y | +604.1% | +675.3% | -71.2% | +130.4% |
| All | -14.8% | -46.8% | +32.0% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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