+620.9%
IREN vs OUST
+794.9%
-174.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.8% | -11.9% | -5.1% |
| 7D | -2.8% | +36.7% | -39.4% | -14.0% |
| 30D | -39.2% | -3.3% | -35.8% | -38.6% |
| 3M | -48.1% | -11.1% | -36.9% | -46.3% |
| 6M | -65.0% | +53.1% | -118.1% | -72.2% |
| YTD | -43.3% | +78.2% | -121.5% | -57.7% |
| 1Y | -65.7% | +50.0% | -115.7% | -72.7% |
| 3Y | +620.9% | +836.2% | -215.3% | +155.2% |
| All | +620.9% | +794.9% | -174.0% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling