+1,196.3%
IREN vs TLN
+589.3%
+607.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -2.2% |
| 7D | +14.6% | +5.8% | +8.7% | +10.9% |
| 30D | +17.1% | -6.9% | +24.0% | +22.5% |
| 3M | -16.0% | -10.9% | -5.1% | -9.7% |
| 6M | +16.8% | -4.6% | +21.4% | +21.2% |
| YTD | +20.1% | -14.7% | +34.8% | +29.5% |
| 1Y | +50.3% | -17.9% | +68.2% | +67.2% |
| 3Y | +871.5% | +483.9% | +387.6% | +404.2% |
| All | +1,196.3% | +589.3% | +607.0% | +731.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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