-25.7%
IREN vs UNP
+40.3%
-65.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.5% |
| 7D | -16.0% | +4.2% | -20.3% | -17.6% |
| 30D | -40.5% | +5.6% | -46.1% | -42.3% |
| 3M | -59.4% | +2.0% | -61.4% | -60.1% |
| 6M | -67.1% | +15.4% | -82.5% | -70.2% |
| YTD | -51.9% | +32.7% | -84.6% | -59.9% |
| 1Y | -62.7% | +39.4% | -102.1% | -70.0% |
| 3Y | +507.7% | +54.3% | +453.4% | +359.0% |
| All | -25.7% | +40.3% | -65.9% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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