+79.3%
IREN vs USHY
+21.2%
+58.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.3% |
| 7D | -1.9% | -0.7% | -1.2% | +1.4% |
| 30D | +0.4% | -0.7% | +1.0% | +3.9% |
| 3M | -22.7% | +0.1% | -22.8% | -22.0% |
| 6M | +4.4% | +1.8% | +2.6% | -0.6% |
| YTD | +16.0% | +1.8% | +14.3% | +11.6% |
| 1Y | +33.4% | +3.3% | +30.1% | +20.8% |
| 3Y | +948.6% | +27.0% | +921.6% | +340.5% |
| All | +79.3% | +21.2% | +58.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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