+85.6%
IREN vs UMC
+161.9%
-76.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -6.0% |
| 7D | +14.6% | +13.6% | +1.0% | +5.0% |
| 30D | +17.1% | +20.8% | -3.6% | +2.4% |
| 3M | -16.0% | +16.1% | -32.2% | -27.3% |
| 6M | +16.8% | +137.3% | -120.5% | -39.5% |
| YTD | +20.1% | +193.8% | -173.6% | -50.6% |
| 1Y | +50.3% | +236.1% | -185.8% | -44.6% |
| 3Y | +871.5% | +267.1% | +604.4% | +232.2% |
| All | +85.6% | +161.9% | -76.3% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling