+32.8%
IREN vs TCOM
-47.3%
+80.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.6% | -3.5% |
| 7D | +4.8% | -6.5% | +11.3% | +6.5% |
| 30D | +9.8% | -16.2% | +26.0% | +14.6% |
| 3M | -15.3% | -19.3% | +4.0% | -10.8% |
| 6M | +14.5% | -27.2% | +41.7% | +24.0% |
| YTD | +15.5% | -46.2% | +61.7% | +34.0% |
| All | +32.8% | -47.3% | +80.2% | +45.8% |
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