-14.8%
IREN vs TYL
-23.2%
+8.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.2% |
| 7D | -4.0% | +0.5% | -4.6% | -4.6% |
| 30D | -40.1% | +25.2% | -65.3% | -47.5% |
| 3M | -47.6% | +31.8% | -79.3% | -56.2% |
| 6M | -62.2% | +36.3% | -98.5% | -70.8% |
| YTD | -44.8% | -6.3% | -38.6% | -45.6% |
| 1Y | -63.7% | -9.5% | -54.2% | -63.2% |
| 3Y | +604.1% | +1.6% | +602.4% | +448.9% |
| All | -14.8% | -23.2% | +8.4% | -16.5% |
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