-11.5%
IREN vs TOST
-27.6%
+16.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.4% | +21.4% | +20.7% |
| 7D | -9.6% | +9.4% | -19.1% | -14.5% |
| 30D | -44.1% | +13.5% | -57.6% | -48.3% |
| 3M | -42.9% | -0.1% | -42.8% | -44.3% |
| 6M | -64.5% | +22.5% | -87.0% | -70.1% |
| YTD | -42.7% | -2.4% | -40.3% | -46.8% |
| 1Y | -67.7% | -4.7% | -63.0% | -69.6% |
| 3Y | +547.9% | +103.2% | +444.7% | +277.3% |
| All | -11.5% | -27.6% | +16.1% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling