-11.5%
IREN vs UAL
+131.6%
-143.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +2.0% | +18.0% | +18.6% |
| 7D | -9.6% | +8.2% | -17.8% | -15.3% |
| 30D | -44.1% | +2.3% | -46.4% | -45.2% |
| 3M | -42.9% | -12.7% | -30.3% | -37.6% |
| 6M | -64.5% | +12.7% | -77.2% | -67.5% |
| YTD | -42.7% | +0.8% | -43.5% | -44.7% |
| 1Y | -67.7% | +17.8% | -85.5% | -72.3% |
| 3Y | +547.9% | +206.7% | +341.2% | +173.4% |
| All | -11.5% | +131.6% | -143.1% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling