+71.0%
IREN vs UMAC
+164.0%
-93.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.1% | +10.3% | +8.2% |
| 7D | +26.0% | -0.9% | +27.0% | +26.3% |
| 30D | +14.9% | -7.7% | +22.5% | +15.0% |
| 3M | -27.8% | -26.4% | -1.3% | -24.4% |
| 6M | +1.9% | +61.9% | -59.9% | -29.1% |
| YTD | +18.3% | +86.5% | -68.2% | -23.6% |
| 1Y | +71.0% | +156.3% | -85.3% | +2.2% |
| All | +71.0% | +164.0% | -93.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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