+82.7%
IREN vs TECK
+171.9%
-89.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.0% |
| 7D | +26.0% | -0.3% | +26.4% | +26.3% |
| 30D | +14.9% | +4.6% | +10.3% | +11.1% |
| 3M | -27.8% | +2.8% | -30.6% | -28.8% |
| 6M | +1.9% | +24.9% | -23.0% | -10.5% |
| YTD | +18.3% | +44.7% | -26.4% | -4.6% |
| 1Y | +71.0% | +112.0% | -41.0% | +8.4% |
| 3Y | +882.0% | +67.6% | +814.4% | +611.6% |
| All | +82.7% | +171.9% | -89.2% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling