+85.6%
IREN vs TER
+156.7%
-71.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -5.7% |
| 7D | +14.6% | +12.4% | +2.2% | +5.0% |
| 30D | +17.1% | +5.1% | +12.0% | +12.7% |
| 3M | -16.0% | +4.0% | -20.0% | -21.0% |
| 6M | +16.8% | +29.5% | -12.7% | -10.4% |
| YTD | +20.1% | +98.5% | -78.3% | -34.0% |
| 1Y | +50.3% | +234.1% | -183.8% | -47.7% |
| 3Y | +871.5% | +289.0% | +582.5% | +182.0% |
| All | +85.6% | +156.7% | -71.1% | -38.6% |
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