-11.5%
IREN vs TYL
-24.1%
+12.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.3% | +22.3% | +21.0% |
| 7D | -9.6% | +6.7% | -16.3% | -13.0% |
| 30D | -44.1% | +26.5% | -70.6% | -51.3% |
| 3M | -42.9% | +37.3% | -80.2% | -53.5% |
| 6M | -64.5% | +31.2% | -95.7% | -71.9% |
| YTD | -42.7% | -7.4% | -35.4% | -43.2% |
| 1Y | -67.7% | -9.6% | -58.1% | -67.5% |
| 3Y | +547.9% | +1.9% | +546.0% | +398.3% |
| All | -11.5% | -24.1% | +12.6% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling