+547.9%
IREN vs TPR
+407.4%
+140.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.0% | +21.0% | +20.5% |
| 7D | -9.6% | +14.2% | -23.8% | -16.0% |
| 30D | -44.1% | +17.1% | -61.2% | -48.9% |
| 3M | -42.9% | -17.7% | -25.2% | -38.9% |
| 6M | -64.5% | -10.2% | -54.3% | -64.4% |
| YTD | -42.7% | +4.9% | -47.6% | -48.4% |
| 1Y | -67.7% | +36.1% | -103.8% | -75.4% |
| 3Y | +547.9% | +416.5% | +131.4% | +67.0% |
| All | +547.9% | +407.4% | +140.5% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling