-25.7%
IREN vs PATH
-76.3%
+50.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.4% |
| 7D | -16.0% | +2.1% | -18.1% | -16.9% |
| 30D | -40.5% | +1.6% | -42.2% | -40.9% |
| 3M | -59.4% | -20.4% | -39.0% | -55.4% |
| 6M | -67.1% | +40.1% | -107.2% | -75.3% |
| YTD | -51.9% | -19.0% | -32.9% | -52.9% |
| 1Y | -62.7% | -5.8% | -56.8% | -67.5% |
| 3Y | +507.7% | -22.9% | +530.6% | +466.2% |
| All | -25.7% | -76.3% | +50.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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