+507.7%
IREN vs QCOM
+48.2%
+459.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -4.9% |
| 7D | -16.0% | +4.3% | -20.3% | -18.5% |
| 30D | -40.5% | -0.1% | -40.5% | -40.0% |
| 3M | -59.4% | +5.2% | -64.6% | -60.9% |
| 6M | -67.1% | -18.4% | -48.7% | -63.4% |
| YTD | -51.9% | +2.4% | -54.3% | -57.5% |
| 1Y | -62.7% | +0.9% | -63.5% | -66.7% |
| 3Y | +507.7% | +48.4% | +459.3% | +391.3% |
| All | +507.7% | +48.2% | +459.5% | +391.3% |
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