+255.0%
IREN vs TEM
+60.7%
+194.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.2% |
| 7D | +27.5% | +3.2% | +24.2% | +26.2% |
| 30D | +13.8% | +23.5% | -9.7% | +5.5% |
| 3M | -20.7% | +32.3% | -53.0% | -29.0% |
| 6M | +27.9% | +23.0% | +4.9% | +16.2% |
| YTD | +24.3% | +8.9% | +15.4% | +17.1% |
| 1Y | +79.2% | -19.9% | +99.0% | +82.1% |
| All | +255.0% | +60.7% | +194.3% | +211.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling