+231.5%
IREN vs TEM
+47.5%
+184.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | -1.9% | -8.7% | +6.8% | +0.9% |
| 30D | +0.4% | +8.1% | -7.7% | -2.8% |
| 3M | -22.7% | +19.0% | -41.7% | -28.4% |
| 6M | +4.4% | +12.0% | -7.6% | -2.4% |
| YTD | +16.0% | -0.1% | +16.1% | +12.3% |
| 1Y | +33.4% | -33.5% | +67.0% | +43.9% |
| All | +231.5% | +47.5% | +184.0% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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