-65.0%
IREN vs TMUS
-17.5%
-47.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.9% | -7.0% |
| 7D | +8.0% | +6.5% | +1.5% | +13.1% |
| 30D | -44.0% | +11.3% | -55.3% | -38.1% |
| 3M | -55.4% | -2.9% | -52.5% | -54.8% |
| 6M | -65.6% | -10.5% | -55.0% | -66.9% |
| YTD | -48.4% | -14.4% | -34.0% | -51.7% |
| 1Y | -65.0% | -17.9% | -47.1% | -69.9% |
| All | -65.0% | -17.5% | -47.5% | -69.9% |
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