+85.6%
IREN vs TMO
-4.6%
+90.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.6% |
| 7D | +14.6% | -0.5% | +15.0% | +14.8% |
| 30D | +17.1% | +1.0% | +16.1% | +16.3% |
| 3M | -16.0% | +22.7% | -38.7% | -26.6% |
| 6M | +16.8% | +19.0% | -2.2% | +2.7% |
| YTD | +20.1% | +4.7% | +15.4% | +15.2% |
| 1Y | +50.3% | +26.0% | +24.3% | +25.5% |
| 3Y | +871.5% | +18.0% | +853.5% | +704.3% |
| All | +85.6% | -4.6% | +90.1% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling