-19.3%
IREN vs TOST
-27.9%
+8.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -7.5% |
| 7D | -19.3% | +3.0% | -22.3% | -21.0% |
| 30D | -43.9% | +10.3% | -54.2% | -47.3% |
| 3M | -49.1% | -3.3% | -45.8% | -49.3% |
| 6M | -67.8% | +37.8% | -105.6% | -74.1% |
| YTD | -47.8% | -2.8% | -45.0% | -51.4% |
| 1Y | -67.2% | -9.6% | -57.6% | -68.1% |
| 3Y | +566.6% | +144.6% | +421.9% | +250.4% |
| All | -19.3% | -27.9% | +8.6% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling