-62.7%
IREN vs UL
+0.7%
-63.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -5.7% |
| 7D | -16.0% | +1.1% | -17.2% | -15.0% |
| 30D | -40.5% | +4.5% | -45.0% | -37.3% |
| 3M | -59.4% | +6.5% | -65.9% | -56.5% |
| 6M | -67.1% | +18.2% | -85.2% | -63.0% |
| YTD | -51.9% | +4.7% | -56.6% | -48.4% |
| 1Y | -62.7% | +0.8% | -63.4% | -60.3% |
| All | -62.7% | +0.7% | -63.3% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling