+985.4%
IREN vs QS
-25.4%
+1,010.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.6% | +3.3% | -0.6% |
| 7D | +14.6% | -4.2% | +18.8% | +16.6% |
| 30D | +17.1% | -15.7% | +32.8% | +25.9% |
| 3M | -16.0% | -28.7% | +12.7% | -3.5% |
| 6M | +16.8% | -23.2% | +40.0% | +32.5% |
| YTD | +20.1% | -49.9% | +70.0% | +59.5% |
| 1Y | +50.3% | -38.8% | +89.1% | +83.7% |
| All | +985.4% | -25.4% | +1,010.8% | +1,056.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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