-67.4%
IREN vs REGN
+45.3%
-112.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.4% | -6.9% | -10.9% |
| 7D | -24.7% | +14.4% | -39.2% | -25.2% |
| 30D | -46.4% | +28.1% | -74.5% | -48.1% |
| 3M | -46.9% | +22.5% | -69.3% | -47.8% |
| 6M | -56.1% | +31.6% | -87.7% | -56.3% |
| YTD | -42.5% | +21.0% | -63.6% | -42.5% |
| 1Y | -67.4% | +49.0% | -116.4% | -66.9% |
| All | -67.4% | +45.3% | -112.7% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling