+91.9%
IREN vs TMUS
+62.3%
+29.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +27.5% | -0.3% | +27.7% | +27.5% |
| 30D | +13.8% | +3.1% | +10.7% | +13.1% |
| 3M | -20.7% | +2.4% | -23.1% | -21.7% |
| 6M | +27.9% | -17.1% | +45.0% | +33.4% |
| YTD | +24.3% | -9.1% | +33.3% | +24.7% |
| 1Y | +79.2% | -23.6% | +102.8% | +94.3% |
| 3Y | +904.9% | +38.8% | +866.1% | +543.2% |
| All | +91.9% | +62.3% | +29.7% | +6.5% |
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