+85.6%
IREN vs TAP
-5.4%
+91.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.4% |
| 7D | +14.6% | -5.1% | +19.7% | +14.4% |
| 30D | +17.1% | -8.4% | +25.6% | +16.8% |
| 3M | -16.0% | -3.9% | -12.1% | -16.2% |
| 6M | +16.8% | -14.4% | +31.2% | +17.3% |
| YTD | +20.1% | -14.7% | +34.9% | +19.5% |
| 1Y | +50.3% | -18.7% | +69.0% | +50.3% |
| 3Y | +871.5% | -32.6% | +904.2% | +907.4% |
| All | +85.6% | -5.4% | +91.0% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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