-67.4%
IREN vs TXG
+406.9%
-474.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.4% | -14.7% | -12.2% |
| 7D | -24.7% | -19.3% | -5.5% | -20.3% |
| 30D | -46.4% | -30.9% | -15.4% | -41.7% |
| 3M | -46.9% | +41.1% | -87.9% | -52.4% |
| 6M | -56.1% | +211.9% | -268.0% | -66.8% |
| YTD | -42.5% | +314.0% | -356.5% | -60.3% |
| 1Y | -67.4% | +405.4% | -472.8% | -78.1% |
| All | -67.4% | +406.9% | -474.3% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling