+82.7%
IREN vs TXT
+5.1%
+77.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.6% |
| 7D | +26.0% | -4.8% | +30.8% | +30.6% |
| 30D | +14.9% | -10.6% | +25.5% | +24.9% |
| 3M | -27.8% | -13.2% | -14.6% | -19.8% |
| 6M | +1.9% | -20.3% | +22.3% | +21.3% |
| YTD | +18.3% | -9.3% | +27.5% | +24.8% |
| 1Y | +71.0% | -2.7% | +73.7% | +68.4% |
| 3Y | +882.0% | +1.4% | +880.6% | +803.8% |
| All | +82.7% | +5.1% | +77.7% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling