+91.9%
IREN vs U
-78.1%
+170.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +3.8% |
| 7D | +27.5% | +4.5% | +23.0% | +24.8% |
| 30D | +13.8% | -0.6% | +14.4% | +13.9% |
| 3M | -20.7% | +48.4% | -69.2% | -35.3% |
| 6M | +27.9% | +115.4% | -87.5% | -14.8% |
| YTD | +24.3% | -3.2% | +27.5% | +16.2% |
| 1Y | +79.2% | -6.0% | +85.2% | +68.8% |
| 3Y | +904.9% | +13.5% | +891.5% | +682.6% |
| All | +91.9% | -78.1% | +170.1% | +107.2% |
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