+79.3%
IREN vs TCOM
+31.6%
+47.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -1.9% | -4.9% | +3.0% | +0.2% |
| 30D | +0.4% | -14.4% | +14.8% | +6.7% |
| 3M | -22.7% | -17.7% | -5.1% | -17.2% |
| 6M | +4.4% | -25.1% | +29.5% | +16.7% |
| YTD | +16.0% | -45.7% | +61.8% | +46.9% |
| 1Y | +33.4% | -47.9% | +81.3% | +71.1% |
| 3Y | +948.6% | +8.9% | +939.6% | +836.0% |
| All | +79.3% | +31.6% | +47.7% | +35.1% |
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 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