-12.4%
IREN vs UAL
+147.3%
-159.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.8% | -5.8% |
| 7D | -2.8% | +10.2% | -13.0% | -9.8% |
| 30D | -39.2% | +12.0% | -51.2% | -44.3% |
| 3M | -48.1% | -7.1% | -41.0% | -45.8% |
| 6M | -65.0% | +20.9% | -85.9% | -69.5% |
| YTD | -43.3% | +7.7% | -51.0% | -47.9% |
| 1Y | -65.7% | +23.6% | -89.2% | -71.6% |
| 3Y | +620.9% | +222.6% | +398.3% | +193.1% |
| All | -12.4% | +147.3% | -159.7% | -62.3% |
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