-14.8%
IREN vs UNP
+40.1%
-54.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.4% |
| 7D | -4.0% | -2.1% | -1.9% | -3.0% |
| 30D | -40.1% | +7.3% | -47.4% | -42.4% |
| 3M | -47.6% | +3.6% | -51.2% | -48.8% |
| 6M | -62.2% | +15.8% | -78.1% | -65.8% |
| YTD | -44.8% | +32.6% | -77.4% | -54.0% |
| 1Y | -63.7% | +37.2% | -100.9% | -70.5% |
| 3Y | +604.1% | +52.6% | +551.4% | +434.8% |
| All | -14.8% | +40.1% | -54.9% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling