+507.7%
IREN vs TECK
+74.1%
+433.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -5.3% |
| 7D | -16.0% | -0.4% | -15.6% | -15.7% |
| 30D | -40.5% | -7.1% | -33.4% | -36.5% |
| 3M | -59.4% | -5.5% | -53.9% | -57.3% |
| 6M | -67.1% | -9.7% | -57.4% | -63.7% |
| YTD | -51.9% | +26.3% | -78.1% | -58.5% |
| 1Y | -62.7% | +44.4% | -107.0% | -71.1% |
| 3Y | +507.7% | +70.1% | +437.6% | +292.3% |
| All | +507.7% | +74.1% | +433.6% | +292.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling