-25.7%
IREN vs OUST
-53.4%
+27.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.5% | +1.8% | -3.5% |
| 7D | -16.0% | -3.8% | -12.3% | -15.0% |
| 30D | -40.5% | +5.1% | -45.6% | -41.7% |
| 3M | -59.4% | -25.8% | -33.6% | -55.0% |
| 6M | -67.1% | -2.0% | -65.0% | -68.7% |
| YTD | -51.9% | +54.7% | -106.6% | -62.5% |
| 1Y | -62.7% | +48.8% | -111.5% | -70.3% |
| 3Y | +507.7% | +607.8% | -100.1% | +106.2% |
| All | -25.7% | -53.4% | +27.7% | -46.7% |
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