+91.9%
IREN vs TTD
-87.4%
+179.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.9% | +6.6% |
| 7D | +27.5% | +1.7% | +25.7% | +26.0% |
| 30D | +13.8% | +1.6% | +12.2% | +12.2% |
| 3M | -20.7% | -27.8% | +7.1% | -10.5% |
| 6M | +27.9% | -52.1% | +80.0% | +77.9% |
| YTD | +24.3% | -63.1% | +87.3% | +96.0% |
| 1Y | +79.2% | -73.1% | +152.2% | +238.0% |
| 3Y | +904.9% | -83.3% | +988.2% | +1,881.4% |
| All | +91.9% | -87.4% | +179.3% | +279.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling