+948.6%
IREN vs TSCO
-19.8%
+968.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.9% |
| 7D | -1.9% | -5.7% | +3.8% | -0.1% |
| 30D | +0.4% | -8.8% | +9.1% | +3.1% |
| 3M | -22.7% | +6.3% | -29.0% | -24.5% |
| 6M | +4.4% | -32.3% | +36.7% | +22.0% |
| YTD | +16.0% | -32.7% | +48.7% | +34.3% |
| 1Y | +33.4% | -43.7% | +77.1% | +67.5% |
| 3Y | +948.6% | -19.7% | +968.2% | +906.3% |
| All | +948.6% | -19.8% | +968.4% | +906.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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