+79.3%
IREN vs UNH
-8.4%
+87.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | -1.9% | -4.5% | +2.6% | -1.6% |
| 30D | +0.4% | -6.5% | +6.9% | +0.8% |
| 3M | -22.7% | -6.0% | -16.7% | -22.5% |
| 6M | +4.4% | +33.7% | -29.2% | +1.2% |
| YTD | +16.0% | +16.4% | -0.3% | +12.5% |
| 1Y | +33.4% | +10.1% | +23.3% | +30.4% |
| 3Y | +948.6% | -16.3% | +964.9% | +909.9% |
| All | +79.3% | -8.4% | +87.7% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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