-11.5%
IREN vs TT
+119.8%
-131.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +2.4% | +17.6% | +18.0% |
| 7D | -9.6% | -2.0% | -7.6% | -7.1% |
| 30D | -44.1% | -14.0% | -30.0% | -35.6% |
| 3M | -42.9% | -15.9% | -27.1% | -33.2% |
| 6M | -64.5% | -17.3% | -47.2% | -57.9% |
| YTD | -42.7% | +4.0% | -46.7% | -43.9% |
| 1Y | -67.7% | -7.1% | -60.6% | -65.2% |
| 3Y | +547.9% | +90.2% | +457.7% | +295.3% |
| All | -11.5% | +119.8% | -131.3% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling