+71.0%
IREN vs UMC
+209.4%
-138.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.6% | +2.7% | +5.0% |
| 7D | +26.0% | +5.0% | +21.1% | +23.0% |
| 30D | +14.9% | +7.7% | +7.2% | +10.3% |
| 3M | -27.8% | +1.7% | -29.4% | -29.9% |
| 6M | +1.9% | +113.9% | -112.0% | -23.3% |
| YTD | +18.3% | +168.9% | -150.6% | -18.9% |
| 1Y | +71.0% | +207.2% | -136.2% | +7.0% |
| All | +71.0% | +209.4% | -138.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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