+91.9%
IREN vs TAP
-4.5%
+96.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.1% | +9.1% | +4.9% |
| 7D | +27.5% | -2.3% | +29.8% | +27.4% |
| 30D | +13.8% | -9.4% | +23.2% | +13.6% |
| 3M | -20.7% | -0.8% | -19.9% | -20.9% |
| 6M | +27.9% | -14.7% | +42.6% | +28.6% |
| YTD | +24.3% | -13.9% | +38.2% | +23.7% |
| 1Y | +79.2% | -18.6% | +97.8% | +79.5% |
| 3Y | +904.9% | -32.0% | +936.9% | +942.3% |
| All | +91.9% | -4.5% | +96.5% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling