+425.8%
IREN vs UMAC
+488.3%
-62.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.3% |
| 7D | +4.8% | -4.0% | +8.8% | +5.4% |
| 30D | +9.8% | -9.4% | +19.2% | +10.6% |
| 3M | -15.3% | +3.0% | -18.3% | -16.6% |
| 6M | +14.5% | +27.2% | -12.7% | +4.2% |
| YTD | +15.5% | +84.7% | -69.2% | -0.3% |
| 1Y | +29.8% | +136.5% | -106.7% | +8.1% |
| All | +425.8% | +488.3% | -62.5% | +277.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling