+79.3%
IREN vs TXN
+63.3%
+16.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -2.9% |
| 7D | -1.9% | +4.0% | -5.9% | -5.3% |
| 30D | +0.4% | -2.9% | +3.2% | +3.2% |
| 3M | -22.7% | -9.1% | -13.6% | -16.1% |
| 6M | +4.4% | +36.6% | -32.2% | -22.0% |
| YTD | +16.0% | +57.5% | -41.4% | -25.4% |
| 1Y | +33.4% | +49.5% | -16.1% | -11.2% |
| 3Y | +948.6% | +76.5% | +872.0% | +439.6% |
| All | +79.3% | +63.3% | +16.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 10y: compounded portfolio wealth divided by compounded TXN 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…
10y analysis · Full analysis span regression · 6 months rolling