+91.9%
IREN vs URA
+103.9%
-11.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +2.0% |
| 7D | +27.5% | +8.1% | +19.4% | +18.5% |
| 30D | +13.8% | +5.8% | +8.1% | +8.4% |
| 3M | -20.7% | +3.4% | -24.2% | -21.0% |
| 6M | +27.9% | -2.6% | +30.5% | +33.4% |
| YTD | +24.3% | +11.2% | +13.1% | +19.3% |
| 1Y | +79.2% | +19.8% | +59.4% | +60.0% |
| 3Y | +904.9% | +121.5% | +783.5% | +410.8% |
| All | +91.9% | +103.9% | -11.9% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling