-64.0%
IREN vs TPR
+28.3%
-92.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.0% | +21.0% | +20.0% |
| 7D | -9.6% | +14.2% | -23.8% | -10.8% |
| 30D | -44.1% | +17.1% | -61.2% | -45.0% |
| 3M | -42.9% | -17.7% | -25.2% | -39.1% |
| 6M | -64.5% | -10.2% | -54.3% | -63.8% |
| YTD | -42.7% | +4.9% | -47.6% | -45.2% |
| All | -64.0% | +28.3% | -92.3% | -75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling