-26.3%
IREN vs TOST
-26.6%
+0.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.6% | -16.4% | -16.6% |
| 7D | -31.3% | +11.6% | -42.9% | -35.6% |
| 30D | -56.3% | +16.2% | -72.6% | -60.1% |
| 3M | -53.6% | +1.0% | -54.7% | -54.9% |
| 6M | -67.1% | +23.2% | -90.3% | -72.3% |
| YTD | -52.3% | -1.0% | -51.3% | -55.9% |
| 1Y | -76.4% | -9.9% | -66.5% | -76.9% |
| 3Y | +416.6% | +101.0% | +315.6% | +203.4% |
| All | -26.3% | -26.6% | +0.3% | -43.6% |
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