+897.3%
IREN vs QCOM
+62.6%
+834.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.2% |
| 7D | +26.0% | +3.3% | +22.7% | +23.3% |
| 30D | +14.9% | +7.7% | +7.2% | +9.4% |
| 3M | -27.8% | -30.1% | +2.3% | -7.3% |
| 6M | +1.9% | +22.8% | -20.9% | -22.7% |
| YTD | +18.3% | +0.2% | +18.1% | +6.3% |
| 1Y | +71.0% | +7.9% | +63.1% | +41.6% |
| All | +897.3% | +62.6% | +834.7% | +369.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 3y: compounded portfolio wealth divided by compounded QCOM 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…
3y analysis · Full analysis span regression · 6 months rolling