+82.7%
IREN vs OUST
-49.3%
+132.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.7% |
| 7D | +26.0% | +5.2% | +20.8% | +23.8% |
| 30D | +14.9% | -19.3% | +34.1% | +23.8% |
| 3M | -27.8% | -22.6% | -5.1% | -24.4% |
| 6M | +1.9% | +62.8% | -60.9% | -21.4% |
| YTD | +18.3% | +68.3% | -50.1% | -10.2% |
| 1Y | +71.0% | +28.5% | +42.4% | +39.5% |
| 3Y | +882.0% | +554.0% | +327.9% | +239.3% |
| All | +82.7% | -49.3% | +132.0% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling