-12.4%
IREN vs PATH
-76.8%
+64.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.8% | -2.7% | -0.1% | -1.3% |
| 30D | -39.2% | -3.7% | -35.4% | -37.7% |
| 3M | -48.1% | -13.8% | -34.3% | -45.9% |
| 6M | -65.0% | +20.3% | -85.3% | -71.3% |
| YTD | -43.3% | -20.8% | -22.5% | -43.8% |
| 1Y | -65.7% | -9.2% | -56.4% | -69.4% |
| 3Y | +620.9% | -21.8% | +642.6% | +562.6% |
| All | -12.4% | -76.8% | +64.4% | +6.4% |
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