-11.5%
IREN vs URA
+38.8%
-50.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +4.4% | +15.6% | +15.7% |
| 7D | -9.6% | -4.1% | -5.5% | -4.4% |
| 30D | -44.1% | -19.0% | -25.1% | -29.4% |
| 3M | -42.9% | -25.1% | -17.8% | -22.1% |
| 6M | -64.5% | -44.5% | -20.0% | -35.2% |
| YTD | -42.7% | -24.3% | -18.4% | -18.3% |
| 1Y | -67.7% | -28.1% | -39.6% | -51.5% |
| 3Y | +547.9% | +40.7% | +507.2% | +420.5% |
| All | -11.5% | +38.8% | -50.3% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling