+1,176.6%
IREN vs TLN
+583.6%
+593.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.5% | +5.0% |
| 7D | +26.0% | +7.1% | +19.0% | +21.2% |
| 30D | +14.9% | -3.9% | +18.8% | +18.0% |
| 3M | -27.8% | -16.2% | -11.6% | -19.4% |
| 6M | +1.9% | -5.8% | +7.7% | +6.7% |
| YTD | +18.3% | -15.4% | +33.7% | +28.1% |
| 1Y | +71.0% | -16.7% | +87.7% | +89.0% |
| 3Y | +882.0% | +473.8% | +408.2% | +412.6% |
| All | +1,176.6% | +583.6% | +593.0% | +722.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling