-19.3%
IREN vs TAP
-1.7%
-17.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.3% | -8.2% | -7.8% |
| 7D | -19.3% | -4.5% | -14.8% | -19.7% |
| 30D | -43.9% | +7.5% | -51.4% | -43.6% |
| 3M | -49.1% | -4.9% | -44.2% | -49.0% |
| 6M | -67.8% | -3.5% | -64.3% | -67.6% |
| YTD | -47.8% | -11.4% | -36.3% | -47.8% |
| 1Y | -67.2% | -10.8% | -56.4% | -67.3% |
| 3Y | +566.6% | -24.5% | +591.0% | +575.6% |
| All | -19.3% | -1.7% | -17.6% | -10.7% |
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