-25.7%
IREN vs P
+282.3%
-308.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -5.6% |
| 7D | -16.0% | +11.6% | -27.7% | -21.4% |
| 30D | -40.5% | -23.7% | -16.9% | -29.8% |
| 3M | -59.4% | -8.0% | -51.4% | -57.7% |
| 6M | -67.1% | +27.9% | -95.0% | -72.1% |
| YTD | -51.9% | +61.2% | -113.0% | -65.0% |
| 1Y | -62.7% | +28.6% | -91.3% | -71.0% |
| 3Y | +507.7% | +200.5% | +307.2% | +139.1% |
| All | -25.7% | +282.3% | -308.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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