+904.9%
IREN vs UNP
+46.5%
+858.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | +27.5% | -0.7% | +28.2% | +27.9% |
| 30D | +13.8% | -1.1% | +15.0% | +14.3% |
| 3M | -20.7% | +7.9% | -28.6% | -25.6% |
| 6M | +27.9% | +14.6% | +13.2% | +15.0% |
| YTD | +24.3% | +26.6% | -2.3% | +3.8% |
| 1Y | +79.2% | +35.6% | +43.6% | +39.1% |
| 3Y | +904.9% | +45.5% | +859.4% | +573.3% |
| All | +904.9% | +46.5% | +858.4% | +573.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling