+438.3%
IREN vs UMAC
+494.0%
-55.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.1% | +10.3% | +7.8% |
| 7D | +26.0% | -0.9% | +27.0% | +26.2% |
| 30D | +14.9% | -7.7% | +22.5% | +15.3% |
| 3M | -27.8% | -26.4% | -1.3% | -25.4% |
| 6M | +1.9% | +61.9% | -59.9% | -10.8% |
| YTD | +18.3% | +86.5% | -68.2% | +1.9% |
| 1Y | +71.0% | +156.3% | -85.3% | +41.2% |
| All | +438.3% | +494.0% | -55.7% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling