-14.8%
IREN vs TAP
-2.4%
-12.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.4% | +5.5% |
| 7D | -4.0% | -8.0% | +4.0% | -4.9% |
| 30D | -40.1% | +4.1% | -44.2% | -39.9% |
| 3M | -47.6% | -4.4% | -43.2% | -47.5% |
| 6M | -62.2% | -1.9% | -60.3% | -62.1% |
| YTD | -44.8% | -12.1% | -32.8% | -44.9% |
| 1Y | -63.7% | -12.0% | -51.6% | -63.8% |
| 3Y | +604.1% | -25.0% | +629.1% | +613.0% |
| All | -14.8% | -2.4% | -12.3% | -5.8% |
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