-20.3%
IREN vs TMUS
+52.7%
-73.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.9% | -6.5% |
| 7D | +8.0% | +6.5% | +1.5% | +7.6% |
| 30D | -44.0% | +11.3% | -55.3% | -44.6% |
| 3M | -55.4% | -2.9% | -52.5% | -55.2% |
| 6M | -65.6% | -10.5% | -55.0% | -65.0% |
| YTD | -48.4% | -14.4% | -34.0% | -47.7% |
| 1Y | -65.0% | -17.9% | -47.1% | -64.0% |
| 3Y | +558.1% | +21.9% | +536.2% | +349.4% |
| All | -20.3% | +52.7% | -73.1% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling