-11.5%
IREN vs TMUS
+44.7%
-56.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.9% | +19.1% | +20.0% |
| 7D | -9.6% | +3.6% | -13.2% | -9.9% |
| 30D | -44.1% | -3.4% | -40.7% | -43.9% |
| 3M | -42.9% | -9.5% | -33.5% | -42.3% |
| 6M | -64.5% | -15.2% | -49.3% | -63.8% |
| YTD | -42.7% | -18.9% | -23.8% | -41.7% |
| 1Y | -67.7% | -17.7% | -50.0% | -67.6% |
| 3Y | +547.9% | +15.6% | +532.3% | +343.4% |
| All | -11.5% | +44.7% | -56.2% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling