+91.9%
IREN vs URI
+177.7%
-85.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.6% |
| 7D | +27.5% | +2.5% | +24.9% | +25.2% |
| 30D | +13.8% | -12.5% | +26.4% | +25.6% |
| 3M | -20.7% | -6.2% | -14.5% | -17.7% |
| 6M | +27.9% | +25.9% | +2.0% | +4.7% |
| YTD | +24.3% | +26.2% | -1.9% | -1.2% |
| 1Y | +79.2% | +5.5% | +73.7% | +62.4% |
| 3Y | +904.9% | +125.0% | +780.0% | +368.4% |
| All | +91.9% | +177.7% | -85.7% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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