+91.9%
IREN vs TNA
-31.9%
+123.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.3% | +6.0% |
| 7D | +27.5% | +4.1% | +23.4% | +23.9% |
| 30D | +13.8% | -7.6% | +21.5% | +21.2% |
| 3M | -20.7% | +8.1% | -28.8% | -24.1% |
| 6M | +27.9% | +49.0% | -21.1% | -2.1% |
| YTD | +24.3% | +51.7% | -27.5% | -5.3% |
| 1Y | +79.2% | +59.6% | +19.6% | +30.3% |
| 3Y | +904.9% | +118.9% | +786.0% | +443.5% |
| All | +91.9% | -31.9% | +123.9% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling