+82.7%
IREN vs TSEM
+500.4%
-417.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.8% | -0.6% | +2.9% |
| 7D | +26.0% | +6.9% | +19.1% | +21.5% |
| 30D | +14.9% | +5.3% | +9.6% | +11.1% |
| 3M | -27.8% | -14.9% | -12.9% | -22.9% |
| 6M | +1.9% | +80.0% | -78.1% | -33.0% |
| YTD | +18.3% | +89.4% | -71.1% | -24.8% |
| 1Y | +71.0% | +253.1% | -182.1% | -27.1% |
| 3Y | +882.0% | +642.1% | +239.9% | +177.8% |
| All | +82.7% | +500.4% | -417.7% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling