-20.3%
IREN vs UL
+33.2%
-53.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.5% |
| 7D | +8.0% | -2.5% | +10.5% | +8.1% |
| 30D | -44.0% | +5.7% | -49.7% | -44.6% |
| 3M | -55.4% | +7.0% | -62.4% | -56.0% |
| 6M | -65.6% | +16.1% | -81.6% | -67.0% |
| YTD | -48.4% | +3.6% | -52.0% | -49.3% |
| 1Y | -65.0% | -1.4% | -63.7% | -65.1% |
| 3Y | +558.1% | +34.1% | +524.1% | +440.5% |
| All | -20.3% | +33.2% | -53.5% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling