+944.0%
IREN vs TXN
+69.4%
+874.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.0% |
| 7D | +4.8% | +2.0% | +2.8% | +3.3% |
| 30D | +9.8% | -8.0% | +17.8% | +16.9% |
| 3M | -15.3% | -7.8% | -7.5% | -9.6% |
| 6M | +14.5% | +32.4% | -17.9% | -6.4% |
| YTD | +15.5% | +51.7% | -36.2% | -15.8% |
| 1Y | +29.8% | +44.3% | -14.5% | -2.7% |
| All | +944.0% | +69.4% | +874.7% | +721.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling