-19.3%
IREN vs U
-74.2%
+54.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.7% | -6.8% |
| 7D | -19.3% | +24.4% | -43.7% | -28.9% |
| 30D | -43.9% | +7.4% | -51.3% | -46.7% |
| 3M | -49.1% | +16.8% | -65.9% | -53.9% |
| 6M | -67.8% | +78.8% | -146.5% | -76.6% |
| YTD | -47.8% | +14.0% | -61.7% | -55.9% |
| 1Y | -67.2% | +16.7% | -83.9% | -72.6% |
| 3Y | +566.6% | +86.4% | +480.2% | +298.1% |
| All | -19.3% | -74.2% | +54.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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