+91.9%
IREN vs TXT
+5.7%
+86.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +4.6% |
| 7D | +27.5% | -0.2% | +27.7% | +27.6% |
| 30D | +13.8% | -11.1% | +24.9% | +24.1% |
| 3M | -20.7% | -13.0% | -7.7% | -12.1% |
| 6M | +27.9% | -16.2% | +44.1% | +46.1% |
| YTD | +24.3% | -8.7% | +33.0% | +30.5% |
| 1Y | +79.2% | -3.8% | +83.0% | +78.4% |
| 3Y | +904.9% | +5.5% | +899.4% | +791.3% |
| All | +91.9% | +5.7% | +86.3% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling