+944.0%
IREN vs TCOM
+7.1%
+936.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.6% | -3.3% |
| 7D | +4.8% | -6.5% | +11.3% | +7.7% |
| 30D | +9.8% | -16.2% | +26.0% | +17.8% |
| 3M | -15.3% | -19.3% | +4.0% | -8.4% |
| 6M | +14.5% | -27.2% | +41.7% | +29.6% |
| YTD | +15.5% | -46.2% | +61.7% | +47.7% |
| 1Y | +29.8% | -46.6% | +76.4% | +65.6% |
| All | +944.0% | +7.1% | +936.9% | +846.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling