+91.9%
IREN vs TPR
+194.5%
-102.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.7% | +8.8% | +7.3% |
| 7D | +27.5% | -3.4% | +30.8% | +30.0% |
| 30D | +13.8% | -27.3% | +41.1% | +35.0% |
| 3M | -20.7% | -16.2% | -4.5% | -15.3% |
| 6M | +27.9% | -17.9% | +45.8% | +37.3% |
| YTD | +24.3% | -7.1% | +31.4% | +20.5% |
| 1Y | +79.2% | +13.6% | +65.6% | +50.5% |
| 3Y | +904.9% | +293.7% | +611.2% | +214.4% |
| All | +91.9% | +194.5% | -102.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling