-67.4%
IREN vs TMUS
-20.4%
-47.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.1% | -14.3% | -8.9% |
| 7D | -24.7% | +7.5% | -32.2% | -19.8% |
| 30D | -46.4% | -3.3% | -43.0% | -46.0% |
| 3M | -46.9% | -9.7% | -37.2% | -49.0% |
| 6M | -56.1% | -17.2% | -38.9% | -60.5% |
| YTD | -42.5% | -20.3% | -22.2% | -48.4% |
| 1Y | -67.4% | -21.2% | -46.2% | -71.1% |
| All | -67.4% | -20.4% | -47.0% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 1y: compounded portfolio wealth divided by compounded TMUS 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…
1y analysis · Full analysis span regression · 6 months rolling