+545.4%
IREN vs USAR
+68.6%
+476.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.8% |
| 7D | +14.6% | -4.4% | +19.0% | +15.4% |
| 30D | +17.1% | -10.4% | +27.5% | +19.0% |
| 3M | -16.0% | -18.4% | +2.4% | -13.5% |
| 6M | +16.8% | -8.8% | +25.6% | +18.8% |
| YTD | +20.1% | +43.4% | -23.2% | +18.9% |
| 1Y | +50.3% | +21.0% | +29.3% | +53.0% |
| 3Y | +871.5% | +67.7% | +803.8% | +603.8% |
| All | +545.4% | +68.6% | +476.8% | +378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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