+78.5%
IREN vs TSEM
+461.9%
-383.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -1.6% |
| 7D | +4.8% | +0.9% | +3.9% | +4.3% |
| 30D | +9.8% | -16.6% | +26.4% | +21.2% |
| 3M | -15.3% | -10.9% | -4.4% | -12.1% |
| 6M | +14.5% | +78.0% | -63.5% | -24.6% |
| YTD | +15.5% | +77.2% | -61.7% | -23.8% |
| 1Y | +29.8% | +207.6% | -177.8% | -40.1% |
| 3Y | +834.5% | +637.8% | +196.6% | +169.0% |
| All | +78.5% | +461.9% | -383.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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