+91.9%
IREN vs TT
+144.0%
-52.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.5% | +5.4% |
| 7D | +27.5% | +1.6% | +25.9% | +25.9% |
| 30D | +13.8% | -7.3% | +21.1% | +21.0% |
| 3M | -20.7% | -2.6% | -18.1% | -19.4% |
| 6M | +27.9% | +5.9% | +22.0% | +22.0% |
| YTD | +24.3% | +15.4% | +8.8% | +9.8% |
| 1Y | +79.2% | +8.2% | +70.9% | +66.7% |
| 3Y | +904.9% | +122.7% | +782.3% | +427.6% |
| All | +91.9% | +144.0% | -52.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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