-25.7%
IREN vs QLD
+79.3%
-105.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.3% | -4.1% |
| 7D | -16.0% | +7.0% | -23.0% | -22.1% |
| 30D | -40.5% | -14.3% | -26.2% | -28.6% |
| 3M | -59.4% | -16.0% | -43.4% | -49.9% |
| 6M | -67.1% | -14.2% | -52.8% | -59.1% |
| YTD | -51.9% | +12.8% | -64.6% | -53.8% |
| 1Y | -62.7% | +14.1% | -76.7% | -64.4% |
| 3Y | +507.7% | +146.0% | +361.7% | +197.6% |
| All | -25.7% | +79.3% | -105.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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