-67.4%
IREN vs TCOM
-39.6%
-27.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.2% | -14.4% | -11.6% |
| 7D | -24.7% | +10.7% | -35.4% | -25.9% |
| 30D | -46.4% | +10.1% | -56.4% | -47.3% |
| 3M | -46.9% | -8.9% | -38.0% | -45.2% |
| 6M | -56.1% | -19.2% | -37.0% | -53.2% |
| YTD | -42.5% | -40.6% | -1.9% | -36.3% |
| 1Y | -67.4% | -39.0% | -28.4% | -64.5% |
| All | -67.4% | -39.6% | -27.8% | -64.5% |
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