-12.4%
IREN vs TER
+64.6%
-77.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.7% | -13.8% | -10.6% |
| 7D | -2.8% | -5.8% | +3.0% | +1.8% |
| 30D | -39.2% | -38.9% | -0.2% | -11.4% |
| 3M | -48.1% | -35.1% | -13.0% | -28.8% |
| 6M | -65.0% | -31.6% | -33.4% | -55.6% |
| YTD | -43.3% | +27.2% | -70.6% | -56.8% |
| 1Y | -65.7% | +35.2% | -100.9% | -75.2% |
| 3Y | +620.9% | +192.8% | +428.1% | +146.8% |
| All | -12.4% | +64.6% | -77.0% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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