+91.9%
IREN vs TXN
+57.4%
+34.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +4.9% |
| 7D | +27.5% | +2.2% | +25.3% | +25.2% |
| 30D | +13.8% | -9.5% | +23.3% | +24.5% |
| 3M | -20.7% | -10.5% | -10.2% | -12.3% |
| 6M | +27.9% | +35.4% | -7.5% | -3.6% |
| YTD | +24.3% | +51.8% | -27.5% | -17.4% |
| 1Y | +79.2% | +42.9% | +36.2% | +24.2% |
| 3Y | +904.9% | +71.3% | +833.6% | +429.6% |
| All | +91.9% | +57.4% | +34.6% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling