+85.6%
IREN vs TTWO
+18.0%
+67.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.5% |
| 7D | +14.6% | -2.3% | +16.9% | +16.7% |
| 30D | +17.1% | -16.7% | +33.8% | +34.4% |
| 3M | -16.0% | -0.4% | -15.6% | -18.2% |
| 6M | +16.8% | -1.6% | +18.4% | +13.5% |
| YTD | +20.1% | -17.5% | +37.7% | +36.8% |
| 1Y | +50.3% | -14.8% | +65.1% | +66.0% |
| 3Y | +871.5% | +47.9% | +823.6% | +535.6% |
| All | +85.6% | +18.0% | +67.6% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling