+547.9%
IREN vs TMUS
+15.4%
+532.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.9% | +19.1% | +20.3% |
| 7D | -9.6% | +3.6% | -13.2% | -8.1% |
| 30D | -44.1% | -3.4% | -40.7% | -43.7% |
| 3M | -42.9% | -9.5% | -33.5% | -43.5% |
| 6M | -64.5% | -15.2% | -49.3% | -65.0% |
| YTD | -42.7% | -18.9% | -23.8% | -43.3% |
| 1Y | -67.7% | -17.7% | -50.0% | -68.1% |
| 3Y | +547.9% | +15.6% | +532.3% | +359.1% |
| All | +547.9% | +15.4% | +532.5% | +359.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling