-11.5%
IREN vs TLT
-32.3%
+20.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | 0.0% | +20.0% | +20.0% |
| 7D | -9.6% | +0.1% | -9.7% | -9.7% |
| 30D | -44.1% | +6.2% | -50.3% | -44.8% |
| 3M | -42.9% | +0.1% | -43.0% | -42.9% |
| 6M | -64.5% | -3.0% | -61.6% | -64.3% |
| YTD | -42.7% | -2.7% | -40.0% | -42.4% |
| 1Y | -67.7% | -4.8% | -62.8% | -67.4% |
| 3Y | +547.9% | +6.9% | +541.0% | +533.2% |
| All | -11.5% | -32.3% | +20.8% | -17.4% |
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