+78.5%
IREN vs UL
+24.3%
+54.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.6% |
| 7D | +4.8% | -4.1% | +8.8% | +5.5% |
| 30D | +9.8% | -1.2% | +11.0% | +9.9% |
| 3M | -15.3% | +6.0% | -21.3% | -17.3% |
| 6M | +14.5% | -5.5% | +20.0% | +15.5% |
| YTD | +15.5% | -3.3% | +18.9% | +15.1% |
| 1Y | +29.8% | -9.8% | +39.6% | +32.3% |
| 3Y | +834.5% | +20.1% | +814.3% | +696.1% |
| All | +78.5% | +24.3% | +54.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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