-12.4%
IREN vs TLT
-32.3%
+19.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -39.2% | +5.1% | -44.3% | -39.8% |
| 3M | -48.1% | -0.2% | -47.9% | -48.0% |
| 6M | -65.0% | -2.9% | -62.1% | -64.8% |
| YTD | -43.3% | -2.7% | -40.6% | -43.0% |
| 1Y | -65.7% | -4.6% | -61.1% | -65.4% |
| 3Y | +620.9% | +6.1% | +614.8% | +606.1% |
| All | -12.4% | -32.3% | +19.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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