+85.6%
IREN vs URA
+101.1%
-15.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.0% |
| 7D | +14.6% | +5.7% | +8.8% | +8.8% |
| 30D | +17.1% | +5.6% | +11.5% | +11.7% |
| 3M | -16.0% | +6.2% | -22.2% | -18.4% |
| 6M | +16.8% | -8.2% | +25.1% | +28.8% |
| YTD | +20.1% | +9.7% | +10.5% | +16.9% |
| 1Y | +50.3% | +17.0% | +33.3% | +37.1% |
| 3Y | +871.5% | +118.5% | +753.0% | +400.4% |
| All | +85.6% | +101.1% | -15.6% | -10.0% |
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