-25.7%
IREN vs QCOM
+6.4%
-32.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -4.7% |
| 7D | -16.0% | +4.3% | -20.3% | -18.8% |
| 30D | -40.5% | -0.1% | -40.5% | -40.1% |
| 3M | -59.4% | +5.2% | -64.6% | -61.2% |
| 6M | -67.1% | -18.4% | -48.7% | -62.9% |
| YTD | -51.9% | +2.4% | -54.3% | -58.0% |
| 1Y | -62.7% | +0.9% | -63.5% | -67.1% |
| 3Y | +507.7% | +48.4% | +459.3% | +270.4% |
| All | -25.7% | +6.4% | -32.0% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling