-11.5%
IREN vs OUST
-51.5%
+40.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +14.0% | +6.0% | +14.8% |
| 7D | -9.6% | +17.0% | -26.6% | -15.0% |
| 30D | -44.1% | -16.5% | -27.6% | -40.1% |
| 3M | -42.9% | -23.7% | -19.3% | -37.4% |
| 6M | -64.5% | +18.4% | -82.9% | -69.2% |
| YTD | -42.7% | +60.8% | -103.5% | -55.9% |
| 1Y | -67.7% | +44.2% | -111.9% | -74.0% |
| 3Y | +547.9% | +668.1% | -120.2% | +111.8% |
| All | -11.5% | -51.5% | +40.0% | -37.3% |
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