+33.4%
IREN vs TXN
+49.4%
-16.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -2.1% |
| 7D | -1.9% | +4.0% | -5.9% | -4.5% |
| 30D | +0.4% | -2.9% | +3.2% | +2.5% |
| 3M | -22.7% | -9.1% | -13.6% | -17.8% |
| 6M | +4.4% | +36.6% | -32.2% | -8.4% |
| YTD | +16.0% | +57.5% | -41.4% | -2.8% |
| 1Y | +33.4% | +49.5% | -16.1% | +8.1% |
| All | +33.4% | +49.4% | -16.0% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling