-12.4%
IREN vs URI
+208.6%
-221.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.9% | -7.9% | -6.3% |
| 7D | -2.8% | -4.0% | +1.2% | +1.0% |
| 30D | -39.2% | +6.8% | -46.0% | -41.6% |
| 3M | -48.1% | -2.8% | -45.3% | -46.7% |
| 6M | -65.0% | +20.9% | -85.9% | -69.7% |
| YTD | -43.3% | +40.2% | -83.6% | -58.1% |
| 1Y | -65.7% | +34.1% | -99.8% | -73.6% |
| 3Y | +620.9% | +164.1% | +456.7% | +195.4% |
| All | -12.4% | +208.6% | -221.0% | -71.6% |
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