+79.3%
IREN vs ULTA
+32.3%
+46.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | -0.8% |
| 7D | -1.9% | -3.1% | +1.2% | -0.1% |
| 30D | +0.4% | +2.8% | -2.4% | -1.7% |
| 3M | -22.7% | +14.8% | -37.5% | -29.8% |
| 6M | +4.4% | -16.2% | +20.6% | +14.2% |
| YTD | +16.0% | -9.6% | +25.7% | +20.4% |
| 1Y | +33.4% | +4.8% | +28.7% | +23.0% |
| 3Y | +948.6% | +30.7% | +917.9% | +672.6% |
| All | +79.3% | +32.3% | +46.9% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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