+567.6%
IREN vs USAR
+74.5%
+493.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.0% |
| 7D | +27.5% | +2.3% | +25.1% | +27.0% |
| 30D | +13.8% | -8.6% | +22.5% | +15.3% |
| 3M | -20.7% | -20.5% | -0.2% | -18.1% |
| 6M | +27.9% | +1.2% | +26.7% | +28.5% |
| YTD | +24.3% | +48.4% | -24.2% | +22.4% |
| 1Y | +79.2% | +30.6% | +48.6% | +81.4% |
| 3Y | +904.9% | +73.6% | +831.3% | +623.9% |
| All | +567.6% | +74.5% | +493.1% | +392.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling