+82.7%
IREN vs UAL
+128.8%
-46.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.8% | +5.5% |
| 7D | +26.0% | +0.7% | +25.3% | +25.5% |
| 30D | +14.9% | -16.1% | +31.0% | +30.1% |
| 3M | -27.8% | +6.1% | -33.9% | -30.9% |
| 6M | +1.9% | +10.8% | -8.9% | -5.4% |
| YTD | +18.3% | -0.4% | +18.7% | +15.9% |
| 1Y | +71.0% | +5.0% | +66.0% | +60.9% |
| 3Y | +882.0% | +124.0% | +758.0% | +413.1% |
| All | +82.7% | +128.8% | -46.1% | -16.2% |
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