-14.8%
IREN vs TTD
-85.6%
+70.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +3.7% |
| 7D | -4.0% | +20.8% | -24.8% | -13.8% |
| 30D | -40.1% | +33.8% | -74.0% | -49.4% |
| 3M | -47.6% | +17.8% | -65.4% | -53.3% |
| 6M | -62.2% | -25.7% | -36.5% | -59.2% |
| YTD | -44.8% | -57.9% | +13.1% | -20.5% |
| 1Y | -63.7% | -63.8% | +0.2% | -42.7% |
| 3Y | +604.1% | -75.0% | +679.1% | +944.2% |
| All | -14.8% | -85.6% | +70.9% | +54.0% |
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