+82.7%
IREN vs TLT
-32.3%
+115.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | +26.0% | -0.4% | +26.5% | +26.1% |
| 30D | +14.9% | -0.6% | +15.5% | +15.1% |
| 3M | -27.8% | -2.7% | -25.0% | -27.4% |
| 6M | +1.9% | -5.6% | +7.5% | +2.9% |
| YTD | +18.3% | -2.8% | +21.1% | +19.0% |
| 1Y | +71.0% | -1.4% | +72.4% | +71.3% |
| 3Y | +882.0% | -1.6% | +883.6% | +875.6% |
| All | +82.7% | -32.3% | +115.1% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling