+597.0%
IREN vs UNP
+52.9%
+544.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | -4.0% | -2.1% | -1.9% | -3.1% |
| 30D | -40.1% | +7.3% | -47.4% | -41.9% |
| 3M | -47.6% | +3.6% | -51.2% | -48.5% |
| 6M | -62.2% | +15.8% | -78.1% | -65.7% |
| YTD | -44.8% | +32.6% | -77.4% | -54.0% |
| 1Y | -63.7% | +37.2% | -100.9% | -70.6% |
| All | +597.0% | +52.9% | +544.1% | +491.4% |
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