+78.5%
IREN vs REGN
+24.1%
+54.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.4% |
| 7D | +4.8% | -6.0% | +10.7% | +6.1% |
| 30D | +9.8% | -0.4% | +10.1% | +9.9% |
| 3M | -15.3% | +32.0% | -47.3% | -20.0% |
| 6M | +14.5% | +3.0% | +11.5% | +13.8% |
| YTD | +15.5% | +3.2% | +12.4% | +14.7% |
| 1Y | +29.8% | +43.4% | -13.7% | +19.2% |
| 3Y | +834.5% | -3.6% | +838.1% | +834.5% |
| All | +78.5% | +24.1% | +54.4% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling