+78.5%
IREN vs TECK
+159.3%
-80.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.3% | +2.5% | +0.7% |
| 7D | +4.8% | -4.2% | +9.0% | +8.1% |
| 30D | +9.8% | -0.4% | +10.1% | +9.9% |
| 3M | -15.3% | +10.1% | -25.4% | -20.6% |
| 6M | +14.5% | +26.0% | -11.5% | 0.0% |
| YTD | +15.5% | +38.0% | -22.5% | -3.6% |
| 1Y | +29.8% | +63.8% | -34.0% | -3.4% |
| 3Y | +834.5% | +68.5% | +766.0% | +581.2% |
| All | +78.5% | +159.3% | -80.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling