+79.3%
IREN vs TSN
-25.7%
+104.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -1.9% | +3.0% | -4.9% | -2.8% |
| 30D | +0.4% | -4.2% | +4.6% | +1.5% |
| 3M | -22.7% | -3.9% | -18.8% | -22.3% |
| 6M | +4.4% | -9.8% | +14.2% | +7.5% |
| YTD | +16.0% | -7.3% | +23.3% | +18.1% |
| 1Y | +33.4% | -2.2% | +35.6% | +32.8% |
| 3Y | +948.6% | +11.9% | +936.7% | +808.8% |
| All | +79.3% | -25.7% | +104.9% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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