+904.9%
IREN vs T
+105.3%
+799.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +4.9% |
| 7D | +27.5% | -1.5% | +29.0% | +26.6% |
| 30D | +13.8% | +7.6% | +6.2% | +18.1% |
| 3M | -20.7% | +15.3% | -36.0% | -14.5% |
| 6M | +27.9% | -8.5% | +36.3% | +25.0% |
| YTD | +24.3% | +6.8% | +17.5% | +31.0% |
| 1Y | +79.2% | -7.2% | +86.4% | +80.1% |
| 3Y | +904.9% | +108.2% | +796.7% | +1,067.0% |
| All | +904.9% | +105.3% | +799.7% | +1,067.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling