-20.3%
IREN vs UAL
+128.5%
-148.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.0% | -0.5% | -2.3% |
| 7D | +8.0% | +0.7% | +7.4% | +7.4% |
| 30D | -44.0% | +7.8% | -51.8% | -47.4% |
| 3M | -55.4% | -11.1% | -44.3% | -52.0% |
| 6M | -65.6% | +16.1% | -81.6% | -69.2% |
| YTD | -48.4% | -0.5% | -47.9% | -50.0% |
| 1Y | -65.0% | +11.3% | -76.3% | -68.8% |
| 3Y | +558.1% | +192.8% | +365.3% | +186.0% |
| All | -20.3% | +128.5% | -148.9% | -63.8% |
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