-67.4%
IREN vs TEVA
+106.6%
-174.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.1% | -11.1% | -11.2% |
| 7D | -24.7% | +4.7% | -29.4% | -25.8% |
| 30D | -46.4% | +5.5% | -51.9% | -47.2% |
| 3M | -46.9% | +21.6% | -68.4% | -49.8% |
| 6M | -56.1% | +18.4% | -74.5% | -57.8% |
| YTD | -42.5% | +34.1% | -76.6% | -49.0% |
| 1Y | -67.4% | +104.5% | -172.0% | -80.8% |
| All | -67.4% | +106.6% | -174.0% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling