+547.9%
IREN vs QCOM
+46.9%
+501.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +5.5% | +14.5% | +16.2% |
| 7D | -9.6% | +0.4% | -10.0% | -9.2% |
| 30D | -44.1% | -6.6% | -37.5% | -40.8% |
| 3M | -42.9% | +3.7% | -46.6% | -44.3% |
| 6M | -64.5% | -13.3% | -51.2% | -63.6% |
| YTD | -42.7% | -1.8% | -40.9% | -47.8% |
| 1Y | -67.7% | -2.5% | -65.2% | -70.5% |
| 3Y | +547.9% | +47.0% | +500.9% | +389.2% |
| All | +547.9% | +46.9% | +501.0% | +389.2% |
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