+897.3%
IREN vs TMUS
+41.6%
+855.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.5% | +10.7% | +6.3% |
| 7D | +26.0% | +0.1% | +26.0% | +26.1% |
| 30D | +14.9% | +5.3% | +9.6% | +16.7% |
| 3M | -27.8% | +3.1% | -30.9% | -26.3% |
| 6M | +1.9% | -16.5% | +18.4% | +0.9% |
| YTD | +18.3% | -9.2% | +27.5% | +19.2% |
| 1Y | +71.0% | -26.5% | +97.5% | +79.7% |
| All | +897.3% | +41.6% | +855.7% | +415.8% |
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