-67.7%
IREN vs TOST
-11.1%
-56.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.4% | +21.4% | +19.9% |
| 7D | -9.6% | +9.4% | -19.1% | -8.9% |
| 30D | -44.1% | +13.5% | -57.6% | -43.5% |
| 3M | -42.9% | -0.1% | -42.8% | -42.7% |
| 6M | -64.5% | +22.5% | -87.0% | -64.8% |
| YTD | -42.7% | -2.4% | -40.3% | -45.5% |
| 1Y | -67.7% | -4.7% | -63.0% | -68.8% |
| All | -67.7% | -11.1% | -56.6% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling