+78.5%
IREN vs TEVA
+290.0%
-211.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.5% | -3.2% |
| 7D | +4.8% | -0.7% | +5.5% | +5.1% |
| 30D | +9.8% | -0.4% | +10.1% | +10.2% |
| 3M | -15.3% | +8.2% | -23.5% | -19.5% |
| 6M | +14.5% | +15.3% | -0.8% | +4.0% |
| YTD | +15.5% | +16.5% | -0.9% | +4.8% |
| 1Y | +29.8% | +85.7% | -56.0% | -7.1% |
| 3Y | +834.5% | +277.9% | +556.6% | +320.4% |
| All | +78.5% | +290.0% | -211.5% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling