+985.4%
IREN vs UDR
+4.1%
+981.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.9% |
| 7D | +14.6% | -3.3% | +17.8% | +15.3% |
| 30D | +17.1% | -5.6% | +22.8% | +18.4% |
| 3M | -16.0% | -9.4% | -6.6% | -15.1% |
| 6M | +16.8% | -3.0% | +19.8% | +14.2% |
| YTD | +20.1% | -0.4% | +20.5% | +16.1% |
| 1Y | +50.3% | -5.1% | +55.4% | +48.4% |
| All | +985.4% | +4.1% | +981.3% | +954.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 3y: compounded portfolio wealth divided by compounded UDR 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…
3y analysis · Full analysis span regression · 6 months rolling