-25.7%
IREN vs TPR
+231.6%
-257.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.6% | -6.6% |
| 7D | -16.0% | -0.3% | -15.7% | -15.9% |
| 30D | -40.5% | +15.1% | -55.7% | -46.6% |
| 3M | -59.4% | +3.5% | -62.9% | -61.6% |
| 6M | -67.1% | +0.4% | -67.5% | -69.6% |
| YTD | -51.9% | +4.6% | -56.5% | -57.7% |
| 1Y | -62.7% | +33.1% | -95.8% | -72.3% |
| 3Y | +507.7% | +396.0% | +111.7% | +58.4% |
| All | -25.7% | +231.6% | -257.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling