+597.0%
IREN vs TXT
+13.4%
+583.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +6.1% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | -40.1% | +13.4% | -53.5% | -44.7% |
| 3M | -47.6% | -2.5% | -45.0% | -47.1% |
| 6M | -62.2% | -6.2% | -56.0% | -60.9% |
| YTD | -44.8% | -1.3% | -43.5% | -45.4% |
| 1Y | -63.7% | +4.3% | -68.0% | -65.3% |
| All | +597.0% | +13.4% | +583.6% | +639.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling