+1,240.9%
IREN vs TLN
+602.5%
+638.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.3% | +3.4% |
| 7D | +27.5% | +10.9% | +16.5% | +20.1% |
| 30D | +13.8% | -6.3% | +20.1% | +18.6% |
| 3M | -20.7% | -10.7% | -10.0% | -14.9% |
| 6M | +27.9% | +1.6% | +26.2% | +28.2% |
| YTD | +24.3% | -13.1% | +37.3% | +32.4% |
| 1Y | +79.2% | -15.1% | +94.2% | +95.8% |
| 3Y | +904.9% | +495.0% | +409.9% | +415.5% |
| All | +1,240.9% | +602.5% | +638.4% | +749.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling