+79.3%
IREN vs TMO
-3.9%
+83.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | +0.4% | +1.1% | -0.8% | -0.3% |
| 3M | -22.7% | +28.3% | -51.0% | -34.2% |
| 6M | +4.4% | +23.3% | -18.9% | -10.3% |
| YTD | +16.0% | +5.5% | +10.6% | +10.9% |
| 1Y | +33.4% | +24.5% | +8.9% | +12.7% |
| 3Y | +948.6% | +19.6% | +929.0% | +759.3% |
| All | +79.3% | -3.9% | +83.2% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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