+78.5%
IREN vs TXG
-58.7%
+137.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.5% | -3.2% |
| 7D | +4.8% | +5.0% | -0.2% | +2.6% |
| 30D | +9.8% | +13.5% | -3.7% | +4.0% |
| 3M | -15.3% | +128.0% | -143.3% | -41.7% |
| 6M | +14.5% | +224.4% | -210.0% | -34.1% |
| YTD | +15.5% | +307.0% | -291.4% | -41.2% |
| 1Y | +29.8% | +427.2% | -397.5% | -43.8% |
| 3Y | +834.5% | +40.2% | +794.3% | +617.4% |
| All | +78.5% | -58.7% | +137.2% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling