-19.3%
IREN vs QLD
+76.8%
-96.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.6% | -6.6% |
| 7D | -19.3% | -3.8% | -15.5% | -15.8% |
| 30D | -43.9% | -20.5% | -23.4% | -27.0% |
| 3M | -49.1% | -14.6% | -34.4% | -38.2% |
| 6M | -67.8% | -14.7% | -53.1% | -59.9% |
| YTD | -47.8% | +11.2% | -59.0% | -49.2% |
| 1Y | -67.2% | +7.1% | -74.3% | -66.6% |
| 3Y | +566.6% | +141.1% | +425.5% | +232.4% |
| All | -19.3% | +76.8% | -96.1% | -55.4% |
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