+85.6%
IREN vs UAL
+120.0%
-34.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.6% |
| 7D | +14.6% | -1.1% | +15.7% | +15.5% |
| 30D | +17.1% | -13.4% | +30.6% | +29.5% |
| 3M | -16.0% | -2.3% | -13.7% | -14.6% |
| 6M | +16.8% | +13.3% | +3.5% | +6.3% |
| YTD | +20.1% | -4.2% | +24.3% | +20.7% |
| 1Y | +50.3% | +1.4% | +48.9% | +45.1% |
| 3Y | +871.5% | +125.8% | +745.7% | +405.2% |
| All | +85.6% | +120.0% | -34.5% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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