+91.9%
IREN vs ULTA
+32.9%
+59.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.7% | +6.6% |
| 7D | +27.5% | +0.7% | +26.8% | +26.9% |
| 30D | +13.8% | -2.8% | +16.6% | +15.4% |
| 3M | -20.7% | +18.7% | -39.4% | -29.7% |
| 6M | +27.9% | -15.0% | +42.9% | +38.6% |
| YTD | +24.3% | -9.2% | +33.5% | +28.5% |
| 1Y | +79.2% | +5.7% | +73.5% | +64.0% |
| 3Y | +904.9% | +32.8% | +872.2% | +631.5% |
| All | +91.9% | +32.9% | +59.0% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling