+50.3%
IREN vs TXT
-3.0%
+53.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.5% |
| 7D | +14.6% | +0.8% | +13.8% | +14.1% |
| 30D | +17.1% | -10.4% | +27.6% | +23.8% |
| 3M | -16.0% | -14.3% | -1.7% | -9.3% |
| 6M | +16.8% | -15.1% | +31.9% | +24.1% |
| YTD | +20.1% | -8.3% | +28.4% | +25.4% |
| 1Y | +50.3% | -0.7% | +51.0% | +68.4% |
| All | +50.3% | -3.0% | +53.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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