-26.3%
IREN vs OUST
-57.5%
+31.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -9.0% | -7.9% | -13.6% |
| 7D | -31.3% | -5.0% | -26.3% | -30.4% |
| 30D | -56.3% | -32.0% | -24.3% | -49.7% |
| 3M | -53.6% | -32.4% | -21.3% | -47.0% |
| 6M | -67.1% | +6.7% | -73.8% | -70.4% |
| YTD | -52.3% | +41.0% | -93.3% | -61.5% |
| 1Y | -76.4% | +18.0% | -94.4% | -79.6% |
| 3Y | +416.6% | +560.6% | -144.0% | +78.0% |
| All | -26.3% | -57.5% | +31.2% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling