-11.5%
IREN vs T
+55.0%
-66.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.9% | +20.9% | +20.0% |
| 7D | -9.6% | +1.0% | -10.7% | -9.6% |
| 30D | -44.1% | -10.6% | -33.5% | -44.0% |
| 3M | -42.9% | -7.7% | -35.2% | -43.0% |
| 6M | -64.5% | -13.3% | -51.2% | -64.3% |
| YTD | -42.7% | -8.8% | -33.9% | -43.1% |
| 1Y | -67.7% | -8.4% | -59.3% | -67.9% |
| 3Y | +547.9% | +59.6% | +488.3% | +399.7% |
| All | -11.5% | +55.0% | -66.5% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling