+547.9%
IREN vs TYL
+2.6%
+545.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.3% | +22.3% | +19.5% |
| 7D | -9.6% | +6.7% | -16.3% | -8.2% |
| 30D | -44.1% | +26.5% | -70.6% | -41.6% |
| 3M | -42.9% | +37.3% | -80.2% | -40.1% |
| 6M | -64.5% | +31.2% | -95.7% | -62.6% |
| YTD | -42.7% | -7.4% | -35.4% | -35.4% |
| 1Y | -67.7% | -9.6% | -58.1% | -63.4% |
| 3Y | +547.9% | +1.9% | +546.0% | +568.2% |
| All | +547.9% | +2.6% | +545.3% | +568.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling