+82.7%
IREN vs TYL
-34.3%
+117.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.0% | +11.3% | +9.4% |
| 7D | +26.0% | -3.7% | +29.7% | +28.3% |
| 30D | +14.9% | +18.7% | -3.9% | +3.2% |
| 3M | -27.8% | +18.1% | -45.9% | -37.7% |
| 6M | +1.9% | -1.1% | +3.0% | -3.4% |
| YTD | +18.3% | -19.8% | +38.1% | +29.3% |
| 1Y | +71.0% | -34.3% | +105.3% | +118.8% |
| 3Y | +882.0% | -8.2% | +890.2% | +703.2% |
| All | +82.7% | -34.3% | +117.0% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling