+547.9%
IREN vs TER
+150.3%
+397.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +2.6% | +17.4% | +18.2% |
| 7D | -9.6% | -20.5% | +10.8% | +7.4% |
| 30D | -44.1% | -47.0% | +2.9% | -12.0% |
| 3M | -42.9% | -43.3% | +0.3% | -15.4% |
| 6M | -64.5% | -42.9% | -21.6% | -49.1% |
| YTD | -42.7% | +12.9% | -55.6% | -48.9% |
| 1Y | -67.7% | +18.2% | -85.9% | -72.1% |
| 3Y | +547.9% | +151.8% | +396.1% | +264.5% |
| All | +547.9% | +150.3% | +397.6% | +264.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling