+985.4%
IREN vs TXG
+41.0%
+944.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.1% |
| 7D | +14.6% | +9.1% | +5.4% | +11.4% |
| 30D | +17.1% | +14.9% | +2.2% | +12.2% |
| 3M | -16.0% | +120.0% | -136.0% | -35.0% |
| 6M | +16.8% | +221.8% | -205.0% | -21.0% |
| YTD | +20.1% | +312.6% | -292.4% | -26.4% |
| 1Y | +50.3% | +398.4% | -348.2% | -15.9% |
| All | +985.4% | +41.0% | +944.4% | +1,156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling