+566.6%
IREN vs TOST
+143.6%
+422.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -7.5% |
| 7D | -19.3% | +3.0% | -22.3% | -20.7% |
| 30D | -43.9% | +10.3% | -54.2% | -46.7% |
| 3M | -49.1% | -3.3% | -45.8% | -49.1% |
| 6M | -67.8% | +37.8% | -105.6% | -73.4% |
| YTD | -47.8% | -2.8% | -45.0% | -50.2% |
| 1Y | -67.2% | -9.6% | -57.6% | -67.2% |
| 3Y | +566.6% | +144.6% | +421.9% | +270.2% |
| All | +566.6% | +143.6% | +422.9% | +270.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling