-25.7%
IREN vs URA
+36.7%
-62.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -5.1% |
| 7D | -16.0% | -1.5% | -14.5% | -14.7% |
| 30D | -40.5% | -10.4% | -30.1% | -32.1% |
| 3M | -59.4% | -29.6% | -29.8% | -41.3% |
| 6M | -67.1% | -40.3% | -26.8% | -43.2% |
| YTD | -51.9% | -25.5% | -26.4% | -30.4% |
| 1Y | -62.7% | -26.4% | -36.2% | -45.1% |
| 3Y | +507.7% | +31.4% | +476.3% | +419.6% |
| All | -25.7% | +36.7% | -62.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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