+985.4%
IREN vs TSEM
+663.1%
+322.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.4% |
| 7D | +14.6% | +4.7% | +9.9% | +11.4% |
| 30D | +17.1% | -14.2% | +31.4% | +28.4% |
| 3M | -16.0% | -5.0% | -11.0% | -16.5% |
| 6M | +16.8% | +87.6% | -70.8% | -33.0% |
| YTD | +20.1% | +84.4% | -64.3% | -30.8% |
| 1Y | +50.3% | +235.4% | -185.1% | -48.2% |
| All | +985.4% | +663.1% | +322.3% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling