+78.5%
IREN vs TJX
+76.3%
+2.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.1% | -4.0% |
| 7D | +4.8% | -4.4% | +9.1% | +8.4% |
| 30D | +9.8% | -18.6% | +28.4% | +28.3% |
| 3M | -15.3% | -24.4% | +9.1% | +4.0% |
| 6M | +14.5% | -20.2% | +34.7% | +32.5% |
| YTD | +15.5% | -16.9% | +32.5% | +27.7% |
| 1Y | +29.8% | -8.5% | +38.3% | +28.8% |
| 3Y | +834.5% | +43.7% | +790.7% | +470.7% |
| All | +78.5% | +76.3% | +2.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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