+71.0%
IREN vs TCOM
-42.5%
+113.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.5% |
| 7D | +26.0% | -9.5% | +35.6% | +28.9% |
| 30D | +14.9% | -10.7% | +25.6% | +17.8% |
| 3M | -27.8% | -14.6% | -13.1% | -25.1% |
| 6M | +1.9% | -19.3% | +21.2% | +7.1% |
| YTD | +18.3% | -42.9% | +61.2% | +34.1% |
| 1Y | +71.0% | -43.8% | +114.8% | +91.1% |
| All | +71.0% | -42.5% | +113.5% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling