+79.3%
IREN vs TNA
-36.0%
+115.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -0.4% |
| 7D | -1.9% | -7.3% | +5.4% | +3.6% |
| 30D | +0.4% | -14.2% | +14.5% | +12.6% |
| 3M | -22.7% | -4.6% | -18.1% | -19.1% |
| 6M | +4.4% | +36.9% | -32.5% | -15.0% |
| YTD | +16.0% | +42.5% | -26.5% | -7.4% |
| 1Y | +33.4% | +45.8% | -12.3% | +4.1% |
| 3Y | +948.6% | +104.7% | +843.9% | +495.9% |
| All | +79.3% | -36.0% | +115.3% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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