+50.3%
IREN vs TMUS
-25.3%
+75.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -5.5% |
| 7D | +14.6% | -5.3% | +19.9% | +9.1% |
| 30D | +17.1% | +0.1% | +17.0% | +17.8% |
| 3M | -16.0% | -0.6% | -15.4% | -12.9% |
| 6M | +16.8% | -17.5% | +34.4% | -6.0% |
| YTD | +20.1% | -11.3% | +31.4% | +13.9% |
| 1Y | +50.3% | -25.4% | +75.7% | +22.5% |
| All | +50.3% | -25.3% | +75.6% | +22.5% |
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 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