-12.4%
IREN vs TYL
-24.5%
+12.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.8% | +3.5% | -6.3% | -5.0% |
| 30D | -39.2% | +26.9% | -66.1% | -47.2% |
| 3M | -48.1% | +33.8% | -81.9% | -57.1% |
| 6M | -65.0% | +28.8% | -93.9% | -71.9% |
| YTD | -43.3% | -7.9% | -35.4% | -43.6% |
| 1Y | -65.7% | -9.8% | -55.9% | -65.5% |
| 3Y | +620.9% | +1.2% | +619.7% | +457.3% |
| All | -12.4% | -24.5% | +12.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling