+985.4%
IREN vs UL
+21.6%
+963.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -3.7% |
| 7D | +14.6% | -3.2% | +17.8% | +13.8% |
| 30D | +17.1% | -0.6% | +17.7% | +17.1% |
| 3M | -16.0% | +9.4% | -25.5% | -15.3% |
| 6M | +16.8% | -4.1% | +20.9% | +17.4% |
| YTD | +20.1% | -2.0% | +22.1% | +20.7% |
| 1Y | +50.3% | -9.0% | +59.3% | +52.3% |
| All | +985.4% | +21.6% | +963.8% | +740.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling