+439.8%
IREN vs TOST
+99.4%
+340.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.6% | -16.4% | -16.7% |
| 7D | -31.3% | +11.6% | -42.9% | -34.9% |
| 30D | -56.3% | +16.2% | -72.6% | -59.5% |
| 3M | -53.6% | +1.0% | -54.7% | -54.6% |
| 6M | -67.1% | +23.2% | -90.3% | -71.7% |
| YTD | -52.3% | -1.0% | -51.3% | -54.9% |
| 1Y | -76.4% | -9.9% | -66.5% | -76.3% |
| All | +439.8% | +99.4% | +340.4% | +230.9% |
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