-25.7%
IREN vs T
+58.9%
-84.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -16.0% | +2.5% | -18.6% | -16.0% |
| 30D | -40.5% | -3.8% | -36.8% | -40.5% |
| 3M | -59.4% | -8.7% | -50.7% | -59.4% |
| 6M | -67.1% | -8.1% | -58.9% | -66.9% |
| YTD | -51.9% | -6.4% | -45.4% | -52.2% |
| 1Y | -62.7% | -9.8% | -52.9% | -62.7% |
| 3Y | +507.7% | +65.5% | +442.2% | +366.3% |
| All | -25.7% | +58.9% | -84.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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