-20.3%
IREN vs TOST
-30.0%
+9.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -5.7% |
| 7D | +8.0% | -4.7% | +12.7% | +10.6% |
| 30D | -44.0% | +8.5% | -52.5% | -47.0% |
| 3M | -55.4% | -1.6% | -53.8% | -55.9% |
| 6M | -65.6% | +44.1% | -109.7% | -73.0% |
| YTD | -48.4% | -5.6% | -42.8% | -51.3% |
| 1Y | -65.0% | -12.6% | -52.5% | -65.4% |
| 3Y | +558.1% | +137.6% | +420.5% | +251.3% |
| All | -20.3% | -30.0% | +9.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling