+78.5%
IREN vs UMC
+155.3%
-76.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -2.1% |
| 7D | +4.8% | +11.4% | -6.6% | -2.6% |
| 30D | +9.8% | +16.8% | -7.0% | -1.8% |
| 3M | -15.3% | +19.1% | -34.4% | -28.0% |
| 6M | +14.5% | +137.4% | -123.0% | -40.8% |
| YTD | +15.5% | +186.4% | -170.8% | -51.7% |
| 1Y | +29.8% | +229.1% | -199.3% | -51.5% |
| 3Y | +834.5% | +257.9% | +576.6% | +225.2% |
| All | +78.5% | +155.3% | -76.8% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling