-25.7%
IREN vs TCOM
+47.0%
-72.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.1% |
| 7D | -16.0% | -1.8% | -14.3% | -15.5% |
| 30D | -40.5% | +12.1% | -52.6% | -43.7% |
| 3M | -59.4% | -3.2% | -56.2% | -59.3% |
| 6M | -67.1% | -16.6% | -50.4% | -65.2% |
| YTD | -51.9% | -39.4% | -12.5% | -42.3% |
| 1Y | -62.7% | -41.5% | -21.1% | -54.6% |
| 3Y | +507.7% | +24.4% | +483.3% | +408.9% |
| All | -25.7% | +47.0% | -72.6% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling