+85.6%
IREN vs TXG
-58.1%
+143.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.4% |
| 7D | +14.6% | +9.1% | +5.4% | +10.3% |
| 30D | +17.1% | +14.9% | +2.2% | +10.4% |
| 3M | -16.0% | +120.0% | -136.0% | -41.3% |
| 6M | +16.8% | +221.8% | -205.0% | -32.5% |
| YTD | +20.1% | +312.6% | -292.4% | -39.2% |
| 1Y | +50.3% | +398.4% | -348.2% | -33.4% |
| 3Y | +871.5% | +42.1% | +829.4% | +641.4% |
| All | +85.6% | -58.1% | +143.7% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling