+913.2%
IREN vs TOST
+55.9%
+857.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.2% |
| 7D | +26.0% | -3.4% | +29.5% | +28.1% |
| 30D | +14.9% | -2.4% | +17.3% | +15.4% |
| 3M | -27.8% | +34.6% | -62.4% | -39.4% |
| 6M | +1.9% | +15.2% | -13.3% | -9.8% |
| YTD | +18.3% | -4.4% | +22.7% | +14.4% |
| 1Y | +71.0% | -17.4% | +88.4% | +81.1% |
| All | +913.2% | +55.9% | +857.2% | +617.9% |
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