+79.3%
IREN vs TTWO
+20.4%
+58.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.0% |
| 7D | -1.9% | +0.4% | -2.3% | -2.3% |
| 30D | +0.4% | -11.3% | +11.7% | +9.5% |
| 3M | -22.7% | +1.6% | -24.3% | -26.1% |
| 6M | +4.4% | +2.1% | +2.3% | -1.9% |
| YTD | +16.0% | -15.8% | +31.9% | +29.8% |
| 1Y | +33.4% | -12.6% | +46.0% | +44.4% |
| 3Y | +948.6% | +48.2% | +900.4% | +586.4% |
| All | +79.3% | +20.4% | +58.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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