+79.3%
IREN vs TEVA
+298.0%
-218.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.5% |
| 7D | -1.9% | +2.0% | -3.9% | -2.8% |
| 30D | +0.4% | +1.0% | -0.6% | +0.1% |
| 3M | -22.7% | +7.3% | -30.0% | -26.3% |
| 6M | +4.4% | +21.7% | -17.3% | -7.5% |
| YTD | +16.0% | +18.8% | -2.8% | +4.3% |
| 1Y | +33.4% | +86.5% | -53.1% | -4.6% |
| 3Y | +948.6% | +269.4% | +679.1% | +380.5% |
| All | +79.3% | +298.0% | -218.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling