+263.1%
IREN vs TPG
+74.1%
+189.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -1.0% |
| 7D | -1.9% | -9.4% | +7.5% | +6.8% |
| 30D | +0.4% | -5.3% | +5.6% | +4.2% |
| 3M | -22.7% | +12.9% | -35.6% | -32.1% |
| 6M | +4.4% | +20.1% | -15.7% | -14.1% |
| YTD | +16.0% | -22.5% | +38.5% | +40.2% |
| 1Y | +33.4% | -19.7% | +53.1% | +51.5% |
| 3Y | +948.6% | +81.2% | +867.4% | +424.7% |
| All | +263.1% | +74.1% | +189.0% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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