+535.6%
IREN vs USAR
+74.0%
+461.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.7% | +7.3% |
| 7D | +26.0% | -2.1% | +28.1% | +26.5% |
| 30D | +14.9% | +2.6% | +12.3% | +14.4% |
| 3M | -27.8% | -35.0% | +7.2% | -23.5% |
| 6M | +1.9% | -6.9% | +8.8% | +3.2% |
| YTD | +18.3% | +48.0% | -29.7% | +16.5% |
| 1Y | +71.0% | +24.8% | +46.2% | +73.2% |
| 3Y | +882.0% | +73.2% | +808.7% | +605.7% |
| All | +535.6% | +74.0% | +461.5% | +369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling