+85.6%
IREN vs TTD
-87.5%
+173.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.8% |
| 7D | +14.6% | -4.6% | +19.2% | +17.2% |
| 30D | +17.1% | +3.7% | +13.5% | +14.2% |
| 3M | -16.0% | -30.2% | +14.2% | -3.2% |
| 6M | +16.8% | -51.4% | +68.2% | +61.1% |
| YTD | +20.1% | -63.4% | +83.6% | +90.5% |
| 1Y | +50.3% | -73.5% | +123.8% | +186.2% |
| 3Y | +871.5% | -83.5% | +955.0% | +1,826.3% |
| All | +85.6% | -87.5% | +173.1% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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