+82.7%
IREN vs TAP
-0.4%
+83.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.4% | +7.3% |
| 7D | +26.0% | -2.3% | +28.4% | +25.9% |
| 30D | +14.9% | -2.1% | +17.0% | +14.8% |
| 3M | -27.8% | +6.6% | -34.4% | -28.0% |
| 6M | +1.9% | -11.5% | +13.4% | +2.6% |
| YTD | +18.3% | -10.3% | +28.6% | +17.9% |
| 1Y | +71.0% | -14.4% | +85.4% | +71.2% |
| 3Y | +882.0% | -28.3% | +910.3% | +915.9% |
| All | +82.7% | -0.4% | +83.2% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling