-25.7%
IREN vs TYL
-23.4%
-2.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -16.0% | +0.8% | -16.9% | -16.3% |
| 30D | -40.5% | +21.1% | -61.7% | -47.0% |
| 3M | -59.4% | +28.9% | -88.3% | -65.6% |
| 6M | -67.1% | +42.0% | -109.1% | -75.3% |
| YTD | -51.9% | -6.6% | -45.3% | -52.5% |
| 1Y | -62.7% | -9.1% | -53.6% | -62.4% |
| 3Y | +507.7% | +1.8% | +505.8% | +371.4% |
| All | -25.7% | -23.4% | -2.3% | -27.0% |
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