+79.3%
IREN vs UMC
+161.3%
-82.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -1.1% |
| 7D | -1.9% | +9.0% | -10.9% | -7.6% |
| 30D | +0.4% | +17.2% | -16.9% | -10.5% |
| 3M | -22.7% | +11.4% | -34.1% | -31.2% |
| 6M | +4.4% | +137.5% | -133.1% | -46.0% |
| YTD | +16.0% | +193.1% | -177.1% | -52.2% |
| 1Y | +33.4% | +240.3% | -206.9% | -51.3% |
| 3Y | +948.6% | +262.2% | +686.4% | +262.8% |
| All | +79.3% | +161.3% | -82.0% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling