+204.6%
IREN vs USAR
-13.4%
+218.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.6% | -2.3% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | -39.2% | -30.3% | -8.9% | -35.0% |
| 3M | -48.1% | -54.7% | +6.6% | -40.7% |
| 6M | -65.0% | -67.5% | +2.5% | -58.4% |
| YTD | -43.3% | -26.4% | -16.9% | -37.1% |
| 1Y | -65.7% | -49.5% | -16.1% | -61.2% |
| 3Y | +620.9% | -14.5% | +635.3% | +501.0% |
| All | +204.6% | -13.4% | +218.0% | +153.4% |
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