+79.3%
IREN vs TGT
-28.6%
+107.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.9% | -5.2% | +3.3% | +0.9% |
| 30D | +0.4% | +1.2% | -0.8% | -0.7% |
| 3M | -22.7% | +18.4% | -41.1% | -30.5% |
| 6M | +4.4% | +33.4% | -29.0% | -12.2% |
| YTD | +16.0% | +63.8% | -47.8% | -13.7% |
| 1Y | +33.4% | +77.2% | -43.7% | -6.0% |
| 3Y | +948.6% | +41.8% | +906.8% | +662.0% |
| All | +79.3% | -28.6% | +107.8% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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