+29.8%
IREN vs TSEM
+220.1%
-190.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -1.9% |
| 7D | +4.8% | +0.9% | +3.9% | +4.4% |
| 30D | +9.8% | -16.6% | +26.4% | +19.7% |
| 3M | -15.3% | -10.9% | -4.4% | -12.6% |
| 6M | +14.5% | +78.0% | -63.5% | -17.6% |
| YTD | +15.5% | +77.2% | -61.7% | -14.3% |
| 1Y | +29.8% | +207.6% | -177.8% | -13.3% |
| All | +29.8% | +220.1% | -190.3% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling