+507.7%
IREN vs TSEM
+547.1%
-39.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.9% | +0.2% | -2.3% |
| 7D | -16.0% | +7.0% | -23.0% | -19.9% |
| 30D | -40.5% | -29.8% | -10.8% | -25.2% |
| 3M | -59.4% | -41.9% | -17.5% | -43.6% |
| 6M | -67.1% | -45.8% | -21.3% | -53.9% |
| YTD | -51.9% | +25.1% | -77.0% | -63.9% |
| 1Y | -62.7% | +48.2% | -110.9% | -75.5% |
| 3Y | +507.7% | +476.5% | +31.2% | +39.8% |
| All | +507.7% | +547.1% | -39.4% | +39.8% |
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